AbbVie Inc
Provider: Exchange
| Annualised Return | 20.36% |
| Realised Volatility | 25.1% |
| Downside Volatility | 14.61% |
| Max Drawdown | -39.03% |
| Winning months | 62.24% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 1.39 |
| Calmar Ratio | 0.52 |
| Viking Ratio | 0.62 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.1% | 7.09% | 3.44% | -9.85% | -0.86% | 6.38% | 9.04% | 5.93% | 0.6% | -2.26% | 28.08% | ||
| 2023 | -7.71% | 4.16% | 3.55% | -4.3% | -8.71% | -2.34% | 12.25% | -1.75% | 1.43% | -4.34% | 0.86% | 8.83% | -0.23% |
| 2022 | 2.15% | 7.95% | 9.7% | -8.62% | 0.33% | 3.93% | -5.42% | -6.31% | -0.19% | 10.19% | 10.1% | 0.27% | 24.01% |
| 2021 | -3.24% | 5.13% | 0.45% | 4.28% | 1.52% | -0.49% | 4.4% | 3.85% | -10.69% | 7.59% | 0.53% | 17.45% | 32.43% |
| 2020 | -7.26% | 5.79% | -11.11% | 9.5% | 12.74% | 5.95% | -2.15% | 0.91% | -8.54% | -1.52% | 22.89% | 2.46% | 27.72% |
| 2019 | -11.84% | -1.31% | 1.7% | -0.18% | -3.38% | -5.2% | -6.99% | -1.32% | 15.18% | 6.59% | 10.28% | 0.92% | 1.47% |
| 2018 | 16.87% | 3.22% | -18.29% | 3.06% | 2.48% | -6.36% | 0.56% | 4.07% | -1.46% | -16.81% | 21.09% | -2.21% | -0.96% |
| 2017 | -1.43% | 1.19% | 5.37% | 2.2% | 0.12% | 9.83% | -2.72% | 7.71% | 18.01% | 2.27% | 7.39% | -0.22% | 60.08% |
| 2016 | -6.35% | -0.53% | 4.6% | 7.82% | 3.16% | -1.62% | 7.92% | -3.22% | -1.61% | -10.74% | 9% | 2.99% | 9.79% |
| 2015 | -7.09% | 0.25% | -3.24% | 11.37% | 2.98% | 0.9% | 4.97% | -10.86% | -12.82% | 10.46% | -2.35% | 1.87% | -6.5% |
| 2014 | -6.04% | 3.41% | 0.96% | 2.23% | 4.32% | 3.88% | -6.56% | 5.62% | 4.49% | 10.69% | 9.05% | -5.43% | 27.92% |
| 2013 | 8.68% | 0.63% | 10.45% | 13.97% | -7.3% | -3.16% | 11.03% | -6.31% | 4.98% | 9.29% | 0% | 9% | 60.77% |
| 2012 | -3.31% | -3.31% |