F5 Inc
Provider: Exchange
| Annualised Return | 11.4% |
| Realised Volatility | 36.33% |
| Downside Volatility | 21.89% |
| Max Drawdown | -58.08% |
| Winning months | 53.18% |
| Sharpe Ratio | 0.31 |
| Sortino Ratio | 0.52 |
| Calmar Ratio | 0.2 |
| Viking Ratio | 0.18 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 18.21% | -1.62% | -8.95% | -2.88% | 2.84% | ||||||||
| 2024 | 2.64% | 1.92% | 1.27% | -12.81% | 2.21% | 1.93% | 18.24% | -0.24% | 8.39% | 6.21% | 7.04% | 0.45% | 40.5% |
| 2023 | 2.89% | -3.17% | 1.9% | -7.78% | 9.84% | -0.89% | 8.19% | 3.43% | -1.54% | -5.93% | 12.93% | 4.55% | 24.72% |
| 2022 | -15.16% | -3.26% | 4.03% | -19.88% | -2.61% | -6.13% | 9.36% | -6.15% | -7.85% | -1.26% | 8.19% | -7.18% | -41.36% |
| 2021 | 11.37% | -3.05% | 9.81% | -10.48% | -0.71% | 0.66% | 10.63% | -1.42% | -2.35% | 6.22% | 7.78% | 7.53% | 39.09% |
| 2020 | -12.55% | -1.78% | -11.1% | 30.6% | 4.06% | -3.75% | -2.57% | -2.63% | -7.22% | 8.28% | 22.47% | 8.06% | 25.99% |
| 2019 | -0.67% | 4.47% | -6.67% | -0.02% | -15.82% | 10.26% | 0.75% | -12.26% | 9.08% | 2.61% | 1.13% | -4.16% | -13.81% |
| 2018 | 10.15% | 2.75% | -2.63% | 12.78% | 6.14% | -0.38% | -0.62% | 10.35% | 5.45% | -12.11% | -1.89% | -5.78% | 23.48% |
| 2017 | -7.39% | 6.89% | -0.49% | -9.43% | -0.77% | -0.84% | -4.97% | -1.13% | 0.99% | 0.59% | 10.66% | -2.22% | -9.33% |
| 2016 | -3.28% | 2.55% | 10.07% | -1.04% | 5.2% | 3.3% | 8.42% | -0.56% | 1.56% | 10.89% | 1.84% | 2.82% | 49.26% |
| 2015 | -14.44% | 5.82% | -2.69% | 6.16% | 3.01% | -4.25% | 11.46% | -9.49% | -4.62% | -4.83% | -6.53% | -5.86% | -25.68% |
| 2014 | 17.76% | 4.99% | -5.08% | -1.37% | 3.21% | 2.66% | 1.03% | 10.3% | -4.39% | 3.57% | 5.05% | 0.99% | 43.59% |
| 2013 | 7.96% | -9.96% | -5.67% | -14.2% | 8.87% | -17.32% | 27.62% | -5.03% | 2.91% | -4.98% | 0.89% | 10.45% | -6.47% |
| 2012 | 12.83% | 4.36% | 8% | -0.76% | -22.74% | -3.79% | -6.21% | 4.4% | 7.33% | -21.07% | 13.43% | 3.7% | -8.45% |
| 2011 | -16.73% | 8.89% | -13.08% | -1.18% | 12.06% | -2.93% | -15.21% | -12.74% | -12.9% | 46.31% | 8.73% | -6.11% | -18.47% |
| 2010 | -6.68% | 12.89% | 10.45% | 11.03% | 2.78% | -2.5% | 28.09% | -0.46% | 18.73% | 13.38% | 12.05% | -1.3% | 145.72% |
| 2009 | -3.02% | -9.79% | 4.75% | 30.17% | 16.46% | 8.97% | 7.25% | -7.06% | 14.87% | 13.27% | 4.77% | 12.63% | 131.71% |
| 2008 | -17.5% | -5.82% | -18.01% | 24.55% | 32.79% | -5.42% | 2.57% | 17.02% | -31.46% | 6.16% | 0.32% | -8.19% | -19.85% |
| 2007 | -6.71% | 1.69% | -8.18% | 15.15% | 5.83% | -0.81% | 7.56% | -19.32% | 6.35% | -3.12% | -26.67% | 7.95% | -25.49% |