Entergy Corp
Provider: Exchange
| Annualised Return | 7.07% |
| Realised Volatility | 20.24% |
| Downside Volatility | 12.93% |
| Max Drawdown | -44.89% |
| Winning months | 55.09% |
| Sharpe Ratio | 0.35 |
| Sortino Ratio | 0.55 |
| Calmar Ratio | 0.16 |
| Viking Ratio | 0.13 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.41% | 2.99% | 4.05% | 0.94% | 6.59% | -4.88% | 8.38% | 5.08% | 9.05% | 17.61% | 1.72% | -2.98% | 55.83% |
| 2023 | -3.75% | -4.02% | 4.73% | -0.15% | -7.79% | -0.85% | 5.47% | -6.22% | -2.89% | 3.34% | 7.34% | -0.22% | -6.09% |
| 2022 | -0.78% | -5.01% | 10.97% | 1.8% | 2.11% | -6.38% | 2.21% | 1% | -12.72% | 6.47% | 9.62% | -3.24% | 3.55% |
| 2021 | -4.52% | -8.03% | 14.58% | 9.87% | -2.84% | -5.28% | 3.23% | 8.42% | -10.22% | 3.74% | -1.64% | 12.27% | 17.12% |
| 2020 | 9.78% | -10.48% | -19.62% | 1.64% | 7.64% | -7.87% | 12.07% | -4.83% | -0.62% | 2.73% | 8.48% | -8.28% | -13.73% |
| 2019 | 3.62% | 5.7% | 2.46% | 1.33% | 1.13% | 6.04% | 2.61% | 7.76% | 4.01% | 3.51% | -3.42% | 2.93% | 44.31% |
| 2018 | -3.32% | -2.47% | 3.9% | 3.57% | 0.29% | -0.15% | 0.61% | 3.95% | -2.94% | 3.48% | 4.82% | -1.14% | 10.6% |
| 2017 | -2.49% | 8.32% | -0.91% | 0.39% | 4.85% | -2.9% | -0.07% | 4.38% | -3.55% | 12.96% | 1.29% | -5.89% | 15.91% |
| 2016 | 3.25% | 3.54% | 9.79% | -5.17% | 2.12% | 7.15% | 0.05% | -2.88% | -1.88% | -3.98% | -5.57% | 6.9% | 12.54% |
| 2015 | 0.03% | -8.2% | -2.54% | -0.4% | 0.17% | -7.81% | 0.74% | -6.89% | -0.35% | 4.7% | -0.96% | 2.6% | -18.15% |
| 2014 | -0.38% | 2.59% | 4.75% | 8.45% | 5.2% | 8.84% | -11.28% | 7.52% | -0.1% | 8.65% | 0.87% | 4.27% | 44.77% |
| 2013 | 1.33% | -2.37% | 1.57% | 12.63% | -2.12% | 1.16% | -3.13% | -5.16% | -0.06% | 2.42% | -3.14% | 2.23% | 4.36% |
| 2012 | -5.02% | -2.79% | 0.86% | -2.44% | -0.3% | 5.21% | 7.04% | -5.23% | 1.79% | 4.73% | -11.37% | 0.33% | -8.36% |
| 2011 | 1.89% | -0.22% | -5.6% | 3.73% | -1.06% | 0.19% | -2.17% | -1% | 1.66% | 4.34% | 2.95% | 3.82% | 8.36% |
| 2010 | -6.76% | 0.54% | 7.08% | -0.07% | -6.63% | -4.6% | 8.22% | 2.79% | -2.93% | -2.61% | -3.35% | -0.58% | -9.7% |
| 2009 | -8.14% | -10.85% | 1.04% | -4.88% | 16.38% | 3.89% | 3.63% | -0.71% | 1.09% | -3.93% | 3.52% | 4.06% | 2.42% |
| 2008 | -9.49% | -4.35% | 6.17% | 5.3% | 5.83% | -0.24% | -11.25% | -2.6% | -13.91% | -12.31% | 10.12% | -2.31% | -28.27% |
| 2007 | -1.32% | 6.94% | 6.25% | 7.83% | 0.24% | -4.92% | -6.88% | 4.41% | 4.51% | 10.69% | 0.33% | -0.02% | 30.03% |