JPMorgan Chase & Co
Provider: Exchange
| Annualised Return | 11.37% |
| Realised Volatility | 28.33% |
| Downside Volatility | 18.64% |
| Max Drawdown | -53.26% |
| Winning months | 55.25% |
| Sharpe Ratio | 0.4 |
| Sortino Ratio | 0.61 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.34 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 12.09% | -0.99% | -13.89% | -4.44% | |||||||||
| 2024 | 3.14% | 6.71% | 7.65% | -3.72% | 5.68% | -0.18% | 5.79% | 5.64% | -6.2% | 5.89% | 12.53% | -4.01% | 44.29% |
| 2023 | 5.14% | 2.42% | -9.1% | 6.92% | -1.83% | 7.17% | 9.35% | -7.36% | -0.9% | -3.4% | 12.24% | 8.98% | 30.63% |
| 2022 | -5.59% | -4.58% | -3.86% | -11.79% | 10.78% | -14.84% | 3.35% | -1.41% | -8.12% | 21.54% | 9.77% | -2.95% | -12.64% |
| 2021 | 1.99% | 14.38% | 3.44% | 1.63% | 6.78% | -5.3% | -1.86% | 5.38% | 2.34% | 4.41% | -6.51% | -0.3% | 27.75% |
| 2020 | -4.44% | -12.28% | -22.46% | 7.47% | 1.62% | -3.34% | 3.74% | 3.67% | -3.91% | 2.78% | 20.24% | 7.8% | -5.53% |
| 2019 | 6.88% | 0.83% | -3% | 15.52% | -8.69% | 5.51% | 4.49% | -5.29% | 7.13% | 6.99% | 5.48% | 5.8% | 47.26% |
| 2018 | 8.73% | -0.15% | -4.79% | -0.58% | -1.63% | -2.63% | 10.92% | -0.32% | -1.52% | -2.71% | 1.99% | -12.2% | -6.62% |
| 2017 | -1.38% | 7.08% | -3.07% | -0.39% | -5.57% | 11.26% | 0.99% | -0.99% | 5.08% | 5.96% | 3.89% | 2.32% | 26.76% |
| 2016 | -9.28% | -5.38% | 5.19% | 7.51% | 3.28% | -4.8% | 3.75% | 5.52% | -1.35% | 4.77% | 15.75% | 7.63% | 34.54% |
| 2015 | -12.54% | 12.69% | -1.14% | 5.12% | 3.98% | 3.01% | 1.8% | -6.46% | -4.91% | 6.17% | 3.78% | -0.97% | 8.37% |
| 2014 | -4.72% | 2.64% | 6.85% | -7.21% | -0.73% | 3.69% | 0.79% | 3.09% | 1.33% | 1.07% | -0.53% | 4.02% | 9.88% |
| 2013 | 7.74% | 3.97% | -2.98% | 3.91% | 11.39% | -3.3% | 6.34% | -9.33% | 2.3% | 0.44% | 11.02% | 2.2% | 36.74% |
| 2012 | 12.99% | 5.2% | 17.18% | -5.91% | -22.87% | 7.78% | 1.6% | 3.17% | 8.99% | 3.72% | -1.44% | 7.03% | 36.18% |
| 2011 | 6.06% | 3.89% | -1.26% | -0.48% | -5.24% | -5.32% | -0.59% | -7.14% | -19.81% | 16.42% | -10.9% | 7.36% | -19.92% |
| 2010 | -6.44% | 7.78% | 6.62% | -4.74% | -7.05% | -7.5% | 10.17% | -9.73% | 4.68% | -1% | -0.61% | 13.42% | 2.31% |
| 2009 | -18.11% | -10.43% | 16.32% | 24.37% | 11.82% | -7.56% | 13.48% | 12.45% | 0.83% | -4.56% | 1.72% | -1.93% | 34.37% |
| 2008 | 9.54% | -14.24% | 5.66% | 11.85% | -9.76% | -20.21% | 19.75% | -5.27% | 21.33% | -10.99% | -23.25% | -0.41% | -25.14% |
| 2007 | 5.7% | -3.02% | -2.04% | 8.45% | -0.52% | -6.52% | -8.46% | 1.16% | 2.92% | 3.41% | -2.94% | -4.32% | -7.31% |