Lam Research Corp
Provider: Exchange
| Annualised Return | 20.96% |
| Realised Volatility | 34.33% |
| Downside Volatility | 18.11% |
| Max Drawdown | -66.18% |
| Winning months | 56.64% |
| Sharpe Ratio | 0.61 |
| Sortino Ratio | 1.16 |
| Calmar Ratio | 0.32 |
| Viking Ratio | 0.32 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 12.21% | -5.32% | -4.98% | -1.42% | 12.72% | 20.79% | -2.57% | 5.6% | 33.96% | 4.82% | 95.77% | ||
| 2024 | 5.35% | 13.7% | 3.77% | -7.94% | 4.25% | 14.41% | -13.49% | -10.88% | -0.3% | -8.89% | -0.63% | -1.93% | -6.84% |
| 2023 | 18.99% | -2.82% | 9.47% | -1.14% | 17.67% | 4.53% | 11.76% | -2.24% | -10.5% | -6.15% | 21.71% | 9.7% | 88.63% |
| 2022 | -17.97% | -4.84% | -3.92% | -13.36% | 11.65% | -17.78% | 17.45% | -12.51% | -16.1% | 10.6% | 16.7% | -10.69% | -40.72% |
| 2021 | 2.47% | 17.2% | 5.2% | 4.24% | 4.74% | 0.33% | -2.04% | -5.11% | -5.67% | -0.98% | 20.63% | 6.01% | 53.66% |
| 2020 | 1.99% | -1.6% | -17.72% | 6.37% | 7.2% | 18.66% | 16.6% | -10.82% | -0.98% | 3.11% | 32.33% | 4.6% | 64.18% |
| 2019 | 24.54% | 3.84% | 2.28% | 15.88% | -15.82% | 8.2% | 11.06% | 0.91% | 10.34% | 17.28% | -1.55% | 10.06% | 119.33% |
| 2018 | 4.05% | 0.18% | 6.16% | -8.91% | 7.09% | -12.31% | 10.29% | -9.21% | -11.75% | -6.57% | 10.75% | -12.65% | -24.4% |
| 2017 | 8.64% | 3.2% | 8.7% | 12.85% | 7.12% | -8.6% | 12.75% | 4.09% | 11.78% | 12.72% | -7.79% | -4.03% | 76.21% |
| 2016 | -9.61% | 2.1% | 13.14% | -7.51% | 8.39% | 1.88% | 6.79% | 3.95% | 1.82% | 2.27% | 9.46% | 0.16% | 35.18% |
| 2015 | -3.66% | 7.88% | -14.63% | 7.61% | 8.83% | -0.74% | -5.51% | -5.33% | -9.85% | 17.24% | 2.1% | 1.95% | 1.5% |
| 2014 | -7.05% | 2.21% | 6.32% | 4.75% | 7.69% | 9.23% | 3.58% | 2.73% | 4.14% | 4.23% | 6.14% | -3.79% | 46.8% |
| 2013 | 13.87% | 2.82% | -1.99% | 11.48% | 1.21% | -5.22% | 11.01% | -5.18% | 9.71% | 5.99% | -3.97% | 4.49% | 50.71% |
| 2012 | 15.04% | -2.09% | 7% | -6.61% | -10.49% | 1.18% | -8.82% | -0.84% | -6.86% | 11.39% | -0.79% | 2.88% | -2.4% |
| 2011 | -3.65% | 10.04% | 3.21% | -14.74% | -2.72% | -5.78% | -7.68% | -9.1% | 2.21% | 13.19% | -5.16% | -9.2% | -28.51% |
| 2010 | -15.81% | 2.73% | 10.06% | 8.63% | -6.61% | 0.53% | 10.85% | -14.41% | 15.9% | 9.42% | -0.85% | 14.05% | 32.06% |
| 2009 | -5.03% | -3.21% | 16.41% | 22.44% | -6.06% | -0.72% | 15.61% | 2.13% | 11.27% | -1.29% | 0.8% | 15.36% | 84.26% |
| 2008 | -11.19% | 4.82% | -5.02% | 6.86% | -0.35% | -11.18% | -9.02% | 11.77% | -14.34% | -28.99% | -9.66% | 5.35% | -50.77% |
| 2007 | -12.35% | -2.51% | 6% | 13.6% | -0.11% | -4.32% | 12.53% | -7.28% | -0.69% | -5.74% | -8.67% | -5.72% | -17.29% |