Walgreens Boots Alliance Inc
Provider: Exchange
| Annualised Return | -16.62% |
| Realised Volatility | 30.62% |
| Downside Volatility | 18.6% |
| Max Drawdown | -87.52% |
| Winning months | 36.97% |
| Sharpe Ratio | -0.54 |
| Sortino Ratio | -0.89 |
| Calmar Ratio | -0.19 |
| Viking Ratio | 0.35 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -13.56% | -4.74% | 2.02% | -18.26% | -7.24% | -25.43% | -1.86% | -20.21% | -3.14% | 5.58% | -9.71% | -65.65% | |
| 2023 | -1.34% | -2.33% | -2.67% | 1.94% | -12.53% | -6.19% | 5.19% | -14.03% | -12.13% | -5.22% | -3.17% | 30.94% | -25.09% |
| 2022 | -4.6% | -6.44% | -2.86% | -5.29% | 4.59% | -13.53% | 4.54% | -10.46% | -10.44% | 16.24% | 15.04% | -9.98% | -25.06% |
| 2021 | 26% | -3.71% | 14.54% | -3.28% | 0.02% | -0.09% | -10.38% | 8.69% | -7.29% | -0.06% | -3.8% | 16.43% | 35.78% |
| 2020 | -13.76% | -9.22% | -0.02% | -5.38% | 0.31% | -1.28% | -3.96% | -5.54% | -5.52% | -5.23% | 12.99% | 4.92% | -29.38% |
| 2019 | 5.75% | -0.88% | -11.13% | -15.33% | -7.12% | 10.8% | -0.33% | -5.2% | 8.05% | -0.96% | 9.61% | -1.07% | -10.99% |
| 2018 | 3.64% | -7.92% | -4.96% | 1.5% | -5.54% | -3.81% | 12.67% | 2.03% | 6.33% | 9.42% | 6.72% | -19.3% | -3.65% |
| 2017 | -0.99% | 5.9% | -3.86% | 4.2% | -5.96% | -3.34% | 3.01% | 1.53% | -5.25% | -14.18% | 10.43% | -0.19% | -10.51% |
| 2016 | -6.38% | -0.51% | 6.71% | -5.89% | -1.92% | 7.58% | -4.83% | 2.31% | -0.11% | 2.62% | 2.89% | -2.33% | -1.01% |
| 2015 | -2.95% | 13.13% | 1.93% | -2.07% | 3.92% | -1.63% | 14.44% | -10.08% | -4.03% | 1.95% | -0.33% | 1.34% | 13.92% |