Loading...
Skip to Content

Motorola Solutions Inc

Provider: Exchange
Annualised Return 11.33%
Realised Volatility 31.92%
Downside Volatility 21.58%
Max Drawdown -92.33%
Winning months 56.46%
Sharpe Ratio 0.35
Sortino Ratio 0.52
Calmar Ratio 0.12
Viking Ratio 0.41
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 2.05% 3.41% 7.75% -4.46% 7.6% 6.07% 3.33% 10.81% 1.94% 1.84% 47.38%
2023 -0.27% 2.26% 9.24% 1.84% -3.25% 4.36% -2.27% -1.07% -3.69% 2.28% 15.95% -2.74% 23.04%
2022 -14.63% -4.96% 10.27% -11.77% 2.83% -4.24% 13.83% 2.02% -7.69% 11.49% 9.01% -5.01% -3.81%
2021 -1.48% 4.73% 7.59% 0.13% 9.03% 5.98% 3.26% 9.07% -4.59% 7% 1.85% 7.64% 61.9%
2020 9.84% -6.4% -19.45% 8.19% -5.9% 4.04% -0.24% 10.69% 1.75% 0.8% 8.52% -0.44% 7.35%
2019 1.63% 22.42% -1.49% 3.2% 3.48% 11.58% -0.46% 9.01% -5.48% -2.4% 0.59% -3.3% 42.19%
2018 10.1% 6.73% -0.33% 4.3% -2.27% 8.91% 4.24% 5.82% 1.81% -5.82% 7.09% -11.97% 29.64%
2017 -2.63% -2.16% 9.81% -0.29% -2.79% 4.36% 4.54% -2.82% -3.16% 6.68% 3.94% -3.47% 11.44%
2016 -2.45% 10.06% 3.6% -0.67% -7.87% -4.18% 5.17% 10.97% -0.39% -4.85% 10.57% 3.88% 23.9%
2015 -6.96% 8.86% -1.36% -10.38% -1.26% -2.25% 4.92% 7.75% 6.01% 2.33% 2.59% -4.07% 4.3%
2014 -5.48% 3.76% -2.43% -1.1% 6.04% -0.81% -4.34% -6.72% 7.13% 1.93% 1.89% 2.62% 1.41%
2013 4.87% 6.54% 3.36% -10.67% 1.33% 0.06% -5.02% 2.15% 6.59% 5.29% 5.37% 2.95% 23.55%
2012 0.26% 7.3% 2.52% 0.39% -5.78% 0.52% 0.48% -1.41% 6.63% 2.24% 5.36% 2.75% 22.6%
2011 4.37% -0.34% 15.66% 2.66% 4.34% -3.82% -2.5% -6.24% 0.09% 11.96% -0.51% -0.34% 25.88%
2010 -20.75% 9.92% 3.85% 0.71% -3.11% -4.82% 14.88% 0.4% 13.43% -4.34% -6.13% 18.41% 16.88%
2009 0% -20.54% 20.17% 30.73% 9.58% 9.41% 7.99% 0.28% 19.64% -0.23% -6.53% -3.12% 75.17%
2008 -28.3% -13.3% -6.25% 7.1% -6.33% -20.88% 17.71% 9.03% -23.74% -24.79% -19.74% 4.02% -71.58%
2007 -3.45% -6.7% -4.33% -1.92% 4.96% -2.42% -4.01% -0.24% 9.64% 1.4% -15.01% 0.75% -21.08%
2006 0.53% -5.77% 7.26% -6.81% -1.22% -4.21% 12.95% 2.72% 7.15% -7.76% -3.86% -7.04% -8.17%
2005 -8.49% -0.51% -4.16% 2.47% 13.23% 5.36% 15.99% 3.3% 0.86% 0.59% 8.71% -6.06% 32.43%
2004 18.43% 11.28% -4.38% 3.69% 8.33% -7.5% -12.71% 1.38% 11.97% -4.32% 11.59% 0.02% 38.54%
2003 -7.75% 5.51% -1.41% -4.24% 7.71% 11.2% -4.14% 18.69% 11.79% 13.22% 3.77% 0.03% 64.56%
2002 -11.38% -2.33% 9.53% 8.45% 3.83% -8.5% -20.49% 3.45% -14.89% -9.92% 22.57% -22.72% -41.66%
2001 12.64% -33.49% -5.75% 9.05% -5.47% 12.98% 12.86% -6.9% -10.11% 4.94% 1.04% -8.97% -25.04%
2000 -7.64% 26.47% -15.06% -18.49% -21.22% -2.89% 9.69% 9.02% -20.07% -13.82% -19.55% 1.13% -58.54%
1999 18.32% -2.77% 4.45% 9.21% 3.52% 14.58% -3.69% 1.1% -4.49% 10.58% 19.91% 26.31% 142.43%
1998 4.15% -6.61% 9.46% -8.23% -4.93% -0.59% -0.59% -17.82% 0.14% 21.28% 18.99% -1.11% 7.81%
1997 11.43% -17.95% 8.26% -5.58% 16.19% 14.89% 5.58% -8.71% -1.87% -13.74% 1.41% -8.86% -5.92%
1996 -5.26% 0.46% -2.12% 15.57% 8.98% -5.82% -13.94% -1.16% -3.28% -10.68% 20.38% 10.85% 8.35%
1995 2.16% -2.95% -4.83% 4.12% 5.27% 12.29% 13.97% -2.45% 2.48% -13.91% -6.46% -7.17% -1.1%
1994 6.78% 3.68% -0.73% -12.1% 5.06% -4.4% 19.05% 1.65% -2.19% 11.61% -3.82% 2.62% 26.51%
1993 -2.39% 15.2% 12.97% 10.19% 10.96% 8.01% 3.72% 5.79% 5.47% 3.71% -10.5% -1.48% 77.52%
1992 17.43% -0.82% -0.73% 6.98% -0.62% -4% 11.75% -0.29% 3.01% 9.4% 7.16% 1.79% 61.63%
1991 4.53% 9.36% -4.1% 13.1% 10.04% -6.4% -2.07% 4.61% -12.78% 6.12% -5.17% 9.79% 26.08%
1990 -12.91% 13.04% 5.58% 3.46% 23.23% 1.13% -2.69% -11.67% -12.07% -14.48% -6.26% 4.09% -15.49%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).