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Altria Group Inc

Provider: Exchange
Annualised Return 24.48%
Realised Volatility 25.28%
Downside Volatility 17.73%
Max Drawdown -52.63%
Winning months 65.61%
Sharpe Ratio 0.97
Sortino Ratio 1.38
Calmar Ratio 0.47
Viking Ratio 0.39
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2026 7.51% 11.37% -2.82% 10.09% -4.23% 4.95% -5.03% 0.22% -0.09% 15.87% 41.88%
2025 -0.11% 6.93% 9.4% -1.45% 2.47% -1.59% 5.65% 8.51% -0.12% -14.65% 4.66% -0.5% 18.17%
2024 -0.55% 1.97% 9% 0.44% 5.57% 0.64% 7.6% 9.71% -3.21% 6.7% 6.02% -7.68% 40.76%
2023 -1.47% 3.09% -1.86% 6.48% -6.5% 4.12% 0.26% -2.64% -2.78% -4.47% 4.66% -1.78% -3.7%
2022 7.36% 0.81% 3.62% 6.35% -2.66% -21.27% 5% 2.87% -8.5% 14.59% 0.67% 0.16% 4.37%
2021 0.2% 6.13% 19.37% -6.67% 3.08% -1.43% 0.75% 4.56% -7.72% -3.1% -3.33% 13.27% 24.18%
2020 -4.77% -15.06% -1.58% 1.5% -0.51% 2.71% 4.84% 6.29% -9.88% -6.63% 10.39% 5.04% -10.21%
2019 -0.08% 6.2% 11.14% -5.4% -9.7% -1.97% -0.59% -7.07% -4.69% 9.51% 10.96% 2.09% 7.87%
2018 -1.5% -10.51% 0.06% -9.96% -0.66% 3.14% 3.33% -0.27% 4.38% 7.84% -15.7% -8.43% -27.14%
2017 5.26% 5.25% -3.9% 0.5% 5.1% -0.48% -12.76% -2.42% 1.1% 1.26% 5.62% 6.23% 9.45%
2016 4.98% 0.75% 2.69% 0.08% 1.48% 9.29% -1.83% -2.38% -3.42% 4.57% -3.31% 6.73% 20.44%
2015 7.77% 6.01% -10.24% 0.06% 2.3% -3.45% 11.18% -1.47% 2.62% 11.16% -4.75% 2.06% 23.11%
2014 -8.26% 2.95% 4.59% 7.16% 3.61% 2.07% -3.2% 6.11% 7.92% 5.22% 3.97% -0.95% 34.48%
2013 7.12% -0.39% 3.84% 6.16% -1.12% -1.88% 0.2% -3.37% 2.78% 8.38% -0.67% 5.12% 28.54%
2012 -4.22% 5.99% 3.96% 4.34% -0.06% 8.66% 4.11% -5.59% -0.4% -4.76% 6.32% -5.74% 11.73%
2011 -4.51% 7.91% 4.15% 3.11% 4.55% -4.54% -0.42% 3.38% 0.15% 2.76% 4.14% 4.76% 27.66%
2010 1.17% 1.31% 3.73% 3.27% -4.25% 0.5% 10.58% 0.72% 9.36% 5.82% -5.58% 4.15% 33.92%
2009 9.83% -6.65% 5.82% 1.94% 4.65% -2.26% 6.96% 4.28% -0.75% 1.68% 3.86% 6.13% 40.36%
2008 0.28% -3.5% 1.87% -9.91% 11.3% -6.35% -1.02% 3.34% -4.18% -3.28% -16.21% -4.34% -29.66%
2007 1.83% -3.56% 8.86% 4.58% 3.16% 1.9% -5.23% 4.42% 3.9% 4.89% 6.35% 0.6% 35.61%
2006 -3.19% -0.61% 3.39% 3.25% -1.11% 6.68% 8.91% 4.45% -4.07% 6.24% 3.54% 6.53% 38.59%
2005 4.46% 2.85% 4.64% -0.61% 3.31% 0.9% 3.56% 5.58% 9.47% 1.82% -3.01% 7.49% 48%
2004 2.15% 3.52% -0.38% 1.71% -13.38% 11.07% -4.9% 2.84% 2.58% 3.02% 18.63% 12.07% 41.64%
2003 -6.56% 2.06% -16.05% 2.67% 34.26% 17.44% -11.95% 3.02% 14.34% 6.16% 11.83% 10.67% 76.6%
2002 9.29% 5.09% 5% 3.34% 5.19% -19.37% 5.43% 8.57% -17.64% 5.03% -7.44% 15.15% 11.55%
2001 0% 9.49% 3.26% 5.6% 2.59% 3.55% -10.35% 4.18% 8.78% -3.08% 0.79% 2.73% 29.31%
2000 -9.24% -3.27% 16.65% 3.56% 19.41% 9.97% -4.94% 17.31% 7.67% 24.42% 4.26% 22.45% 165.59%
1999 -12.37% -16.52% -5.64% -0.36% 10.01% 9.12% -7.32% 0.51% -3.4% -26.33% 4.22% -4.69% -45.64%
1998 -8.28% 4.83% -0.3% -10.96% 0.67% 10.34% 11.27% -5.14% 16.44% 10.54% 9.4% -0.75% 39.83%
1997 5.23% 13.76% -12.33% 3.52% 11.73% 4.77% 1.96% -3.16% -0.96% -4.66% 9.77% 8.19% 40.81%
1996 2.73% 6.74% -7.48% 2.75% 10.26% 9.2% 0.58% -14.2% 5.95% 2.96% 11.77% 14.4% 51.09%
1995 3.99% 1.64% 9.6% 3.64% 7.6% 7.5% -3.69% 4.18% 18.66% 0.9% 4.17% 8.01% 87.69%
1994 8.23% -7.05% -4.46% 7.63% -9.7% 11.22% 6.77% 10.93% 6.45% 0.11% -2.4% 2.57% 31.29%
1993 -3.07% -10.21% -0.46% -26.54% 7.14% 2.16% -2.88% 3.36% 0% 17.21% 4.08% 4.7% -10.7%
1992 -4.83% 0.46% 1.84% 2.86% -0.44% -2.35% 8.72% 2.63% 6.87% -10.34% 4.78% 0.4% 9.52%
1991 7.69% 18.57% 5.82% -1.71% 2.32% -4.34% 6.71% 9.24% 0.51% -2.86% -3.29% 22.4% 75.13%
1990 -13% -2.04% 11.25% 5.99% 0.35% 14.08% 3.09% -5.99% 4.78% 3.95% 3.22% 10.48% 38.5%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).