Discover Financial Services
Provider: Exchange
| Annualised Return | 12.8% |
| Realised Volatility | 34.13% |
| Downside Volatility | 24.18% |
| Max Drawdown | -79.77% |
| Winning months | 58.57% |
| Sharpe Ratio | 0.38 |
| Sortino Ratio | 0.53 |
| Calmar Ratio | 0.16 |
| Viking Ratio | 0.2 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -6.12% | 15.03% | 8.61% | -3.33% | -2.67% | 6.64% | 10.08% | -3.16% | 1.14% | 5.8% | 16.22% | 56.03% | |
| 2023 | 19.32% | -3.52% | -11.75% | 4.68% | -0.02% | 13.73% | -9.67% | -13.99% | -3.82% | -5.25% | 14.22% | 20.86% | 18.2% |
| 2022 | 0.16% | 7.06% | -10.73% | 2.06% | 1.5% | -16.66% | 6.79% | 0.07% | -9.52% | 14.89% | 4.31% | -9.72% | -13.55% |
| 2021 | -7.72% | 13.12% | 0.98% | 20.01% | 3.25% | 0.88% | 5.1% | 3.53% | -4.19% | -7.76% | -4.42% | 7.15% | 29.78% |
| 2020 | -11.42% | -12.2% | -45.61% | 20.47% | 11.8% | 5.43% | -1.32% | 8.32% | 8.85% | 12.51% | 17.84% | 18.85% | 10.13% |
| 2019 | 14.43% | 6.7% | -0.63% | 14.52% | -8.05% | 4.08% | 15.66% | -10.39% | 1.4% | -1.02% | 6.3% | -0.06% | 46.94% |
| 2018 | 3.74% | -0.78% | -8.75% | -0.95% | 4.13% | -4.67% | 1.42% | 9.95% | -2.14% | -8.87% | 2.93% | -17.28% | -21.8% |
| 2017 | -3.9% | 3.13% | -3.87% | -8.48% | -5.75% | 5.95% | -2.01% | -2.69% | 9.38% | 3.18% | 6.68% | 8.95% | 8.92% |
| 2016 | -14.6% | 2% | 9.69% | 10.51% | 1.46% | -5.67% | 6.06% | 6.12% | -5.75% | -0.39% | 20.95% | 6.37% | 37.4% |
| 2015 | -16.96% | 12.63% | -7.59% | 2.87% | 0.99% | -1.12% | -3.14% | -3.24% | -3.24% | 8.14% | 1.47% | -5.53% | -16.54% |
| 2014 | -4.11% | 7.36% | 1.41% | -3.94% | 6.23% | 4.82% | -1.48% | 2.55% | 3.24% | -0.95% | 3.16% | -0.09% | 18.92% |
| 2013 | -0.42% | 0.36% | 16.38% | -2.45% | 8.86% | 0.49% | 3.93% | -4.19% | 6.96% | 2.65% | 3.13% | 4.97% | 46.9% |
| 2012 | 13.25% | 10.41% | 11.1% | 1.98% | -2.33% | 4.44% | 4.29% | 7.7% | 2.58% | 3.46% | 1.49% | -7.01% | 62.58% |
| 2011 | 11.12% | 5.63% | 10.9% | 3.24% | -4.03% | 12.21% | -4.04% | -1.76% | -8.82% | 2.98% | 1.1% | 1.17% | 31.02% |
| 2010 | -7% | -0.22% | 9.3% | 3.76% | -13% | 3.94% | 9.38% | -4.98% | 14.96% | 5.95% | 3.57% | 1.48% | 26.61% |
| 2009 | -24.97% | -19.86% | 10.45% | 28.84% | 17.59% | 7.64% | 15.68% | 15.74% | 18.18% | -12.88% | 9.33% | -4.72% | 55.52% |
| 2008 | 15.98% | -13.72% | 8.48% | 11.65% | -5.82% | -22.86% | 11.24% | 12.29% | -15.62% | -11.36% | -16.49% | -6.19% | -35.55% |
| 2007 | -2.02% | -19.12% | 0.39% | -10.11% | -6.95% | -10% | -12.83% | -47.8% |