Fair Isaac Corp
Provider: Exchange
| Annualised Return | 25.91% |
| Realised Volatility | 37.43% |
| Downside Volatility | 21.79% |
| Max Drawdown | -75.87% |
| Winning months | 59.81% |
| Sharpe Ratio | 0.69 |
| Sortino Ratio | 1.19 |
| Calmar Ratio | 0.34 |
| Viking Ratio | 0.44 |
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% | 2.37% | 70.92% | ||
| 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% | 6.63% | 0.58% | 4.44% | 1.42% | 12.06% | 1.03% | -2.6% | -3.14% | -5.78% | 4.86% | 26.67% |
| 2015 | -1.32% | 19.31% | 4.25% | -0.29% | -0.82% | 3.49% | -0.1% | -5.64% | -1.23% | 9.31% | 3.14% | -1.12% | 30.39% |
| 2014 | -13.49% | -1.13% | 2.97% | 3.39% | 3.02% | 8.25% | -10.38% | 1.79% | -5.24% | 13.06% | 15.22% | 0.75% | 15.21% |
| 2013 | 7.24% | -1.58% | 3.06% | 1.93% | 5.41% | -6.63% | 9.03% | 0.24% | 10.42% | 3.61% | 3.03% | 6.51% | 49.75% |
| 2012 | 1.12% | 11.75% | 8.45% | -2.27% | -5.18% | 3.98% | 2.4% | -1.35% | 3.67% | 5.29% | -8.11% | -1.81% | 17.5% |
| 2011 | 8.6% | 10.22% | 13.1% | -5.49% | -2.03% | 3.24% | -1.5% | -14.1% | -14.52% | 25.33% | 32.95% | -1.41% | 53.78% |
| 2010 | 2.95% | 4.76% | 10.41% | -16.89% | 10.24% | -6.06% | 9.42% | -6.11% | 10.25% | -2.54% | -2.86% | 0.17% | 10.08% |
| 2009 | -24.64% | -13.7% | 28.51% | 19.58% | 4.65% | -12.07% | 24.1% | 16.24% | -3.55% | -5.38% | -10.27% | 16.9% | 26.99% |
| 2008 | -20.69% | -8.94% | -7.26% | 15.14% | 2.1% | -17.8% | 7.17% | 3.76% | -0.13% | -32.38% | -9.29% | 19.39% | -47.36% |
| 2007 | -2.04% | -1.93% | -0.89% | -7.67% | 6.05% | 6% | -2.17% | -5.76% | -2.35% | 5.01% | -2.51% | -12.97% | -20.74% |
| 2006 | 0.35% | -3.8% | -7.03% | -6.34% | -4.09% | 2.07% | -6.97% | 3.64% | 4.51% | 0.17% | 13.62% | -2.29% | -7.78% |
| 2005 | -5.8% | -2.11% | 1.89% | -4.54% | 4.22% | 6.6% | 3.1% | 8.6% | 9.68% | -6.78% | 9.71% | -3.56% | 20.66% |
| 2004 | 20.75% | 0.49% | -9.25% | -6.54% | 3.12% | -3.94% | -14.37% | -5.8% | 8.53% | 3.42% | 9.88% | 10.6% | 12.17% |
| 2003 | 16.5% | -1.77% | 4.06% | 2.47% | 7.07% | -7.69% | 5.02% | 8.47% | 0.61% | 8.18% | -13.48% | -10.87% | 15.3% |
| 2002 | -9.38% | 7.46% | 3.34% | -12.07% | 5.13% | -15.8% | 8.44% | -0.52% | -7.74% | 17.62% | 13.93% | -2.51% | 1.85% |
| 2001 | 15.7% | 4.8% | -5.31% | 18.63% | 8.05% | 23.66% | 0.94% | -2.2% | -22.59% | 0.69% | 24.42% | 6.53% | 85.61% |
| 2000 | -13.67% | 6.73% | -20.36% | 8.82% | -0.41% | 4.49% | 13.2% | -7.72% | -7.08% | -3.93% | 1.96% | 21.99% | -3.63% |
| 1999 | 9.35% | -8.83% | -19.44% | -8.23% | -3.71% | 7.07% | -3.5% | -16.37% | -0.74% | 37.7% | 9.97% | 24.81% | 15.05% |
| 1998 | -11.62% | 20.31% | 6.65% | 5.31% | -8.66% | 4.74% | 1.02% | -19.4% | 7.95% | 20.19% | 0.35% | 14.73% | 38.97% |
| 1997 | 3.24% | -10.21% | -0.29% | -12.48% | 24.94% | 12.83% | 0.55% | -5.81% | 4.92% | -1.83% | -1.3% | -22.31% | -14.68% |
| 1996 | 4.37% | 4.71% | 6.12% | 41.65% | 9.14% | -4.49% | -10.52% | 2.32% | -4.35% | -2.91% | -6.94% | 11.78% | 51.43% |
| 1995 | -27.96% | -12.24% | 35.26% | -3.68% | 9.79% | 17.13% | -7.49% | -5.4% | 11.55% | -6.94% | 3.8% | -7.57% | -7.68% |
| 1994 | 16.77% | 2.17% | -2.92% | 1.09% | 7.57% | 3.52% | 6.8% | 5.91% | 7.08% | 14.23% | 4.39% | 33.45% | 151.27% |
| 1993 | 27.01% | -6.79% | 27.18% | -9.16% | -4.62% | 5.73% | 0.42% | 19.5% | 1.39% | 8.22% | -2.22% | 2.27% | 81.61% |
| 1992 | 13.1% | 24.39% | 3.43% | -16.11% | -3.95% | 5.88% | -8.89% | -4.27% | 8.92% | -18.71% | 23.74% | 1.16% | 20% |
| 1991 | 9.23% | 21.13% | 17.44% | 18.81% | 0% | -8.33% | 9.09% | 5.83% | -7.87% | 3.42% | 0% | 19.83% | 123.08% |
| 1990 | -27.78% | 18.46% | -7.79% | -5.63% | 0% | 10.45% | -13.51% | 3.12% | -1.52% | 0% | 15.38% | -13.33% | -27.78% |