Amazon.com Inc
Provider: Exchange
| Annualised Return | 30.4% |
| Realised Volatility | 34.01% |
| Downside Volatility | 18.37% |
| Max Drawdown | -54.16% |
| Winning months | 62.5% |
| Sharpe Ratio | 0.89 |
| Sortino Ratio | 1.65 |
| Calmar Ratio | 0.56 |
| Viking Ratio | 0.21 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.15% | 13.89% | 2.05% | -2.98% | 0.82% | 9.53% | -3.24% | -4.54% | 4.39% | 0.04% | 11.53% | 7.63% | 47.26% |
| 2023 | 22.77% | -8.63% | 9.61% | 2.09% | 14.35% | 8.11% | 2.55% | 3.24% | -7.89% | 4.7% | 9.77% | 4% | 80.88% |
| 2022 | -10.28% | 2.67% | 6.14% | -23.75% | -3.28% | -11.65% | 27.06% | -6.06% | -10.86% | -9.35% | -5.76% | -12.99% | -49.62% |
| 2021 | -1.56% | -3.53% | 0.04% | 12.07% | -7.05% | 6.74% | -3.27% | 4.3% | -5.35% | 2.66% | 3.99% | -4.93% | 2.38% |
| 2020 | 8.71% | -6.22% | 3.5% | 26.89% | -1.28% | 12.96% | 14.71% | 9.05% | -8.76% | -3.58% | 4.34% | 2.81% | 76.26% |
| 2019 | 14.43% | -4.59% | 8.59% | 8.19% | -7.86% | 6.68% | -1.42% | -4.85% | -2.27% | 2.35% | 1.36% | 2.61% | 23.03% |
| 2018 | 24.06% | 4.24% | -4.3% | 8.21% | 4.05% | 4.31% | 4.57% | 13.24% | -0.48% | -20.22% | 5.77% | -11.13% | 28.43% |
| 2017 | 9.82% | 2.62% | 4.91% | 4.34% | 7.53% | -2.68% | 2.04% | -0.73% | -1.96% | 14.97% | 6.47% | -0.62% | 55.96% |
| 2016 | -13.15% | -5.87% | 7.44% | 11.11% | 9.58% | -0.99% | 6.04% | 1.36% | 8.86% | -5.67% | -4.97% | -0.09% | 10.95% |
| 2015 | 14.24% | 7.23% | -2.12% | 13.35% | 1.77% | 1.13% | 23.51% | -4.34% | -0.41% | 22.53% | 6.22% | 1.67% | 117.78% |
| 2014 | -10.06% | 0.95% | -7.11% | -9.58% | 2.77% | 3.91% | -3.63% | 8.32% | -4.9% | -5.27% | 10.86% | -8.35% | -22.18% |
| 2013 | 5.83% | -0.46% | 0.84% | -4.76% | 6.06% | 3.15% | 8.47% | -6.72% | 11.27% | 16.44% | 8.15% | 1.3% | 58.96% |
| 2012 | 12.33% | -7.59% | 12.7% | 14.51% | -8.19% | 7.25% | 2.17% | 6.42% | 2.43% | -8.42% | 8.23% | -0.47% | 44.93% |
| 2011 | -5.76% | 2.15% | 3.95% | 8.7% | 0.45% | 3.97% | 8.82% | -3.28% | 0.46% | -1.26% | -9.94% | -9.98% | -3.83% |
| 2010 | -6.77% | -5.59% | 14.67% | 0.98% | -8.49% | -12.91% | 7.9% | 5.89% | 25.82% | 5.2% | 6.16% | 2.62% | 33.81% |
| 2009 | 14.7% | 10.15% | 13.35% | 9.64% | -3.14% | 7.27% | 2.51% | -5.33% | 14.99% | 27.26% | 14.39% | -1.02% | 162.32% |
| 2008 | -16.13% | -17.03% | 10.59% | 10.28% | 3.8% | -10.16% | 4.1% | 5.86% | -9.96% | -21.33% | -25.4% | 20.09% | -44.65% |
| 2007 | -3.18% | 3.9% | 1.66% | 54.13% | 12.73% | -1.06% | 14.81% | 1.74% | 16.57% | -4.29% | 1.58% | 2.3% | 138.11% |