Fair Isaac Corp
Provider: Exchange
| Annualised Return | 25.53% |
| Realised Volatility | 33.98% |
| Downside Volatility | 21.91% |
| Max Drawdown | -73% |
| Winning months | 60% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 1.17 |
| Calmar Ratio | 0.35 |
| Viking Ratio | 0.43 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.99% | 5.93% | -1.6% | -9.31% | 13.82% | 15.41% | 7.48% | 8.14% | 12.32% | 2.55% | 14.62% | 96.26% | |
| 2023 | 11.25% | 1.72% | 3.73% | 3.59% | 8.2% | 2.73% | 3.55% | 7.95% | -3.99% | -2.61% | 28.58% | 7.03% | 94.46% |
| 2022 | 14.14% | -4.81% | -1% | -19.93% | 9.65% | -2.11% | 15.25% | -2.73% | -8.32% | 16.22% | 29.42% | -3.41% | 38.03% |
| 2021 | -11.92% | 1.65% | 6.23% | 7.27% | -2.94% | -0.67% | 4.22% | -12.25% | -13.44% | 0.07% | -11.32% | 22.81% | -15.14% |
| 2020 | 7.39% | -6.55% | -18.17% | 14.71% | 14.08% | 3.82% | 5.06% | -4.19% | 1.09% | -7.98% | 20.78% | 8.09% | 36.39% |
| 2019 | 20.43% | 10.04% | 9.61% | 2.99% | 5.77% | 6.12% | 10.64% | 1.53% | -13.95% | 0.17% | 20.95% | 1.88% | 100.36% |
| 2018 | 12.7% | -1.58% | -0.34% | 2.25% | 6.27% | 5.05% | 4.21% | 14.65% | -1.05% | -15.68% | 3.07% | -5.86% | 22.06% |
| 2017 | 3.42% | 5.49% | -0.85% | 5.06% | -2.08% | 5.09% | 2.25% | -1.26% | -0.18% | 3.32% | 8.2% | -2.46% | 28.52% |
| 2016 | 1.48% | 4.13% | 6.62% | 0.58% | 4.44% | 1.42% | 12.06% | 1.03% | -2.6% | -3.14% | -5.78% | 4.86% | 26.68% |
| 2015 | -1.31% | 19.3% | 4.25% | -0.29% | -0.81% | 3.49% | -0.1% | -5.65% | -1.23% | 9.31% | 3.14% | -1.12% | 30.38% |
| 2014 | -13.49% | -1.12% | 2.96% | 3.4% | 3.01% | 8.25% | -10.37% | 1.78% | -5.25% | 13.07% | 15.22% | 0.75% | 15.21% |
| 2013 | 7.23% | -1.58% | 3.04% | 1.95% | 5.41% | -6.62% | 9.01% | 0.24% | 10.43% | 3.62% | 3.02% | 6.53% | 49.75% |
| 2012 | 1.12% | 11.76% | 8.45% | -2.28% | -5.18% | 3.98% | 2.39% | -1.34% | 3.68% | 5.29% | -8.11% | -1.8% | 17.5% |
| 2011 | 8.6% | 10.21% | 13.09% | -5.47% | -2.04% | 3.25% | -1.49% | -14.12% | -14.49% | 25.29% | 32.98% | -1.41% | 53.8% |
| 2010 | 2.91% | 4.79% | 10.37% | -16.89% | 10.26% | -6.08% | 9.45% | -6.12% | 10.23% | -2.51% | -2.87% | 0.17% | 10.05% |
| 2009 | -24.67% | -13.64% | 28.49% | 19.55% | 4.64% | -12.06% | 24.13% | 16.21% | -3.54% | -5.4% | -10.23% | 16.9% | 27.01% |
| 2008 | -20.68% | -8.95% | -7.24% | 15.1% | 2.11% | -17.81% | 7.17% | 3.77% | -0.13% | -32.36% | -9.3% | 19.41% | -47.35% |
| 2007 | -2.54% | -1.94% | -0.9% | -7.68% | 6.05% | 6% | -2.14% | -5.78% | -2.33% | 5.01% | -2.53% | -12.97% | -21.15% |