Philip Morris International Inc
Provider: Exchange
| Annualised Return | 11.69% |
| Realised Volatility | 22.41% |
| Downside Volatility | 14.05% |
| Max Drawdown | -39.5% |
| Winning months | 58.33% |
| Sharpe Ratio | 0.52 |
| Sortino Ratio | 0.83 |
| Calmar Ratio | 0.3 |
| Viking Ratio | 0.44 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.18% | 19.26% | -2.79% | 25.43% | |||||||||
| 2024 | -3.43% | -0.98% | 3.26% | 3.62% | 6.78% | 1.25% | 13.65% | 7.06% | -1.48% | 9.31% | 0.27% | -8.55% | 32.92% |
| 2023 | 2.99% | -6.66% | 1.29% | 2.8% | -9.96% | 9.9% | 2.15% | -3.67% | -2.27% | -3.69% | 4.71% | 2.17% | -1.85% |
| 2022 | 8.26% | -1.73% | -5.8% | 6.45% | 6.25% | -5.9% | -1.61% | -1.71% | -11.83% | 10.65% | 8.51% | 2.84% | 12.31% |
| 2021 | -3.79% | 5.49% | 7.04% | 7.05% | 1.51% | 4.03% | 0.99% | 2.91% | -6.83% | -0.26% | -9.1% | 12.05% | 20.78% |
| 2020 | -2.81% | -1% | -9.29% | 2.25% | -1.66% | -2.98% | 9.63% | 3.88% | -4.53% | -5.29% | 6.66% | 10.87% | 3.69% |
| 2019 | 14.92% | 13.32% | 2.96% | -2.07% | -10.89% | 3.35% | 6.47% | -13.78% | 7.07% | 7.26% | 1.83% | 4.02% | 35.02% |
| 2018 | 1.5% | -3.43% | -2.97% | -17.5% | -3% | 2.94% | 6.89% | -9.75% | 6.17% | 8.01% | -1.75% | -21.66% | -33.3% |
| 2017 | 5.07% | 13.75% | 4.2% | -1.82% | 8.08% | -1.12% | -0.63% | 0.19% | -4.16% | -5.74% | -1.81% | 3.85% | 19.85% |
| 2016 | 2.39% | 1.13% | 8.9% | 0.01% | 0.57% | 4.13% | -1.44% | -0.33% | -1.7% | -0.8% | -8.46% | 4.83% | 8.56% |
| 2015 | -1.49% | 3.39% | -8.05% | 10.81% | -0.48% | -2.32% | 6.69% | -6.7% | 0.69% | 11.43% | -1.14% | 1.79% | 13.38% |
| 2014 | -10.32% | 3.54% | 2.38% | 4.35% | 3.64% | -3.78% | -2.73% | 4.35% | -1.39% | 6.73% | -2.34% | -5.16% | -2.11% |
| 2013 | 5.4% | 4.07% | 1.99% | 3.11% | -4.9% | -3.78% | 2.96% | -6.44% | 4.87% | 2.92% | -4.02% | 2.99% | 8.5% |
| 2012 | -4.73% | 11.7% | 7.03% | 1.02% | -5.59% | 4.19% | 4.79% | -2.34% | 1.65% | -1.53% | 1.49% | -6% | 10.6% |
| 2011 | -2.2% | 9.68% | 5.61% | 5.81% | 3.33% | -6.07% | 6.59% | -2.6% | -8.93% | 12.01% | 9.12% | 3.99% | 39.78% |
| 2010 | -5.56% | 7.62% | 7.67% | -5.9% | -10.11% | 5.22% | 11.34% | 0.63% | 10.33% | 4.44% | -2.77% | 4% | 27.16% |
| 2009 | -14.62% | -9.91% | 7.82% | 1.74% | 17.79% | 3.63% | 6.83% | -1.91% | 7.9% | -2.83% | 1.54% | 1.39% | 16.51% |
| 2008 | 0.89% | 3.19% | -5.37% | 4.58% | 3.97% | -9.53% | -9.63% | -3.01% | 4.54% | -11.2% |