Travelers Cos Inc/The
Provider: Exchange
| Annualised Return | 12.16% |
| Realised Volatility | 19.09% |
| Downside Volatility | 11.44% |
| Max Drawdown | -32.35% |
| Winning months | 62.28% |
| Sharpe Ratio | 0.64 |
| Sortino Ratio | 1.06 |
| Calmar Ratio | 0.38 |
| Viking Ratio | 0.53 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.78% | 5.43% | 2.73% | -0.12% | 4.38% | -2.56% | -2.73% | 4.33% | 3.25% | -3.8% | 9.02% | -1.48% | 21.25% |
| 2024 | 10.96% | 4.54% | 4.63% | -7.81% | 1.67% | -5.26% | 6.44% | 5.37% | 3.1% | 5.05% | 8.17% | -9.07% | 28.76% |
| 2023 | 1.94% | -3.14% | -6.92% | 5.68% | -6.57% | 3.2% | -0.6% | -6.59% | 1.92% | 2.53% | 7.87% | 6.04% | 3.93% |
| 2022 | 6.23% | 3.4% | 6.9% | -6.39% | 4.67% | -5.03% | -6.17% | 1.85% | -4.68% | 20.4% | 2.9% | -0.73% | 22.42% |
| 2021 | -2.9% | 6.75% | 3.93% | 2.83% | 3.26% | -5.73% | -0.53% | 7.25% | -4.29% | 5.84% | -8.66% | 7.06% | 13.96% |
| 2020 | -3.89% | -8.97% | -16.53% | 1.87% | 5.7% | 7.32% | 0.32% | 1.42% | -6.06% | 11.57% | 7.41% | 8.95% | 5.31% |
| 2019 | 4.84% | 5.87% | 3.81% | 4.8% | 1.27% | 3.28% | -1.94% | 0.23% | 1.72% | -11.86% | 4.32% | 0.78% | 17% |
| 2018 | 10.53% | -7.28% | 0.42% | -5.23% | -2.34% | -4.24% | 6.38% | 1.12% | -0.86% | -3.53% | 4.19% | -7.58% | -9.64% |
| 2017 | -3.79% | 3.79% | -0.85% | 0.93% | 2.62% | 1.94% | 1.23% | -5.39% | 1.73% | 8.1% | 2.36% | 0.59% | 13.36% |
| 2016 | -5.16% | 0.45% | 9.15% | -5.83% | 3.86% | 4.91% | -2.37% | 2.14% | -2.96% | -5.56% | 4.78% | 8.62% | 10.97% |
| 2015 | -2.86% | 4.49% | 1.16% | -6.49% | 0.01% | -3.82% | 9.79% | -6.19% | 0.61% | 13.42% | 1.49% | -0.96% | 9.1% |
| 2014 | -10.23% | 3.15% | 2.11% | 6.44% | 3.17% | 1.25% | -4.79% | 5.75% | -0.23% | 7.3% | 3.62% | 1.87% | 19.61% |
| 2013 | 9.25% | 2.5% | 5.28% | 1.45% | -1.98% | -3.95% | 4.54% | -4.37% | 6.76% | 1.8% | 5.14% | 0.35% | 29.09% |
| 2012 | -1.47% | -0.57% | 2.86% | 8.65% | -2.85% | 2.94% | -1.86% | 3.34% | 6.19% | 3.93% | -0.17% | 2.05% | 24.85% |
| 2011 | 0.99% | 6.52% | -0.14% | 6.39% | -1.9% | -5.33% | -5.57% | -8.47% | -2.61% | 19.74% | -3.6% | 5.98% | 9.31% |
| 2010 | 1.62% | 3.79% | 3.2% | -5.93% | -2.5% | 0.3% | 2.44% | -2.89% | 7.12% | 5.95% | -2.19% | 3.87% | 14.84% |
| 2009 | -14.51% | -6.44% | 13.42% | 1.23% | -1.17% | 1.63% | 4.95% | 17.07% | -1.77% | 1.14% | 5.22% | -4.2% | 13.48% |
| 2008 | -10.59% | -3.51% | 3.74% | 5.33% | -1.17% | -12.35% | 1.66% | 0.09% | 3.07% | -5.86% | 2.59% | 4.27% | -13.77% |
| 2007 | -4.2% | -0.2% | 2.53% | 4.5% | 0.13% | -0.71% | -5.08% | -0.47% | 0.18% | 3.71% | 1.72% | 1.84% | 3.55% |