Chevron Corp
Provider: Exchange
| Annualised Return | 11.54% |
| Realised Volatility | 22.43% |
| Downside Volatility | 13.6% |
| Max Drawdown | -40.66% |
| Winning months | 57.69% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.85 |
| Calmar Ratio | 0.28 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 16.07% | 6.61% | 10.78% | -6.57% | -4.75% | -9.15% | 18.74% | 5.64% | -0.94% | 15.33% | 58.85% | ||
| 2025 | 3% | 7.5% | 5.47% | -18.67% | 1.69% | 4.75% | 5.9% | 7.09% | -3.31% | 1.56% | -3.11% | 0.85% | 10.1% |
| 2024 | -1.16% | 4.23% | 3.77% | 2.24% | 1.65% | -3.62% | 2.59% | -6.77% | -0.46% | 1.05% | 9.92% | -10.55% | 1.29% |
| 2023 | -3.05% | -6.8% | 1.49% | 3.32% | -9.78% | 4.47% | 4.01% | -0.62% | 4.67% | -13.57% | -0.43% | 3.87% | -13.63% |
| 2022 | 11.91% | 10.8% | 13.08% | -3.78% | 12.4% | -17.11% | 13.12% | -2.62% | -9.1% | 25.91% | 2.12% | -2.08% | 58.46% |
| 2021 | 0.89% | 19.03% | 4.79% | -1.64% | 1.93% | 0.92% | -2.8% | -3.67% | 4.84% | 12.85% | -0.28% | 3.97% | 46.24% |
| 2020 | -11.09% | -11.86% | -22.37% | 26.97% | 1.14% | -2.69% | -5.93% | 1.43% | -14.21% | -3.47% | 27.28% | -3.13% | -25.95% |
| 2019 | 5.39% | 5.35% | 3.01% | -2.53% | -4.24% | 9.3% | -1.07% | -3.4% | 0.75% | -2.07% | 1.85% | 2.89% | 15.27% |
| 2018 | 0.13% | -9.83% | 1.89% | 9.71% | 0.22% | 1.71% | -0.13% | -5.29% | 3.22% | -8.69% | 7.57% | -8.53% | -9.75% |
| 2017 | -5.4% | 2% | -4.56% | -0.62% | -2.03% | 0.82% | 4.66% | -0.45% | 9.18% | -1.37% | 3.64% | 5.21% | 10.59% |
| 2016 | -3.88% | -2.28% | 14.33% | 7.11% | -0.11% | 3.79% | -2.24% | -0.82% | 2.33% | 1.78% | 7.57% | 5.5% | 36.66% |
| 2015 | -8.6% | 5.07% | -1.59% | 5.79% | -6.33% | -6.34% | -8.28% | -7.31% | -2.61% | 15.21% | 1.71% | -1.49% | -16.17% |
| 2014 | -10.63% | 4.23% | 3.1% | 5.56% | -1.34% | 6.32% | -1% | 1.01% | -7.83% | 0.53% | -8.4% | 3.04% | -6.99% |
| 2013 | 6.48% | 2.53% | 1.43% | 2.68% | 1.42% | -3.59% | 6.38% | -3.55% | 0.89% | -1.27% | 2.92% | 2.02% | 19.31% |
| 2012 | -3.08% | 6.63% | -1.75% | -0.61% | -6.91% | 7.31% | 3.87% | 3.17% | 3.92% | -5.42% | -3.3% | 2.32% | 5.06% |
| 2011 | 4.03% | 10.11% | 3.6% | 1.81% | -3.4% | -1.97% | 1.15% | -4.22% | -6.32% | 13.46% | -1.35% | 3.48% | 20.28% |
| 2010 | -6.33% | 1.21% | 4.88% | 7.4% | -8.45% | -8.14% | 12.3% | -1.89% | 9.41% | 1.91% | -1.13% | 12.7% | 22.95% |
| 2009 | -4.66% | -13.12% | 10.76% | -1.7% | 1.84% | -0.63% | 4.86% | 1.68% | 0.7% | 8.68% | 2.86% | -1.35% | 8.06% |
| 2008 | -10.8% | 4.85% | -1.5% | 12.64% | 3.81% | -0.02% | -14.7% | 2.85% | -4.45% | -9.55% | 6.83% | -6.38% | -18.33% |
| 2007 | -0.88% | -5.31% | 7.94% | 5.18% | 5.51% | 3.37% | 1.21% | 3.66% | 6.63% | -2.21% | -3.44% | 6.33% | 30.55% |
| 2006 | 4.6% | -4.12% | 2.64% | 5.26% | -1.17% | 3.8% | 5.99% | -1.33% | 0.71% | 3.61% | 8.42% | 1.67% | 33.7% |
| 2005 | 3.6% | 14.91% | -6.07% | -10.82% | 4.35% | 3.98% | 3.74% | 6.63% | 5.42% | -11.83% | 1.22% | -0.94% | 11.54% |
| 2004 | -0.05% | 3.18% | -0.64% | 4.24% | -0.42% | 4.1% | 1.64% | 2.78% | 10.03% | -1.08% | 3.69% | -3.83% | 25.54% |
| 2003 | -3.13% | 0.74% | 0.75% | -2.85% | 14.12% | 1.78% | -0.12% | 2.06% | -1.95% | 3.99% | 2.06% | 15.03% | 35.37% |
| 2002 | -6.48% | 1.63% | 6.9% | -3.94% | 1.41% | 1.43% | -15.25% | 3.11% | -9.63% | -2.34% | 0.17% | -0.82% | -23.09% |
| 2001 | -1.37% | 3.64% | 2.5% | 9.98% | 0.15% | -5.78% | 0.98% | 0% | -6.61% | 4.48% | -3.25% | 5.41% | 9.28% |
| 2000 | -3.46% | -9.93% | 23.77% | -7.91% | 9.36% | -8.25% | -6.87% | 7.84% | 0.87% | -3.67% | 0.47% | 3.13% | 0.54% |
| 1999 | -10.17% | 3.99% | 15.45% | 12.39% | -6.67% | 2.77% | -4.01% | 1.82% | -3.86% | 2.89% | -2.33% | -2.19% | 7.35% |
| 1998 | -2.92% | 9.05% | -0.7% | 2.96% | -2.7% | 4.85% | -1.34% | -9.68% | 13.5% | -3.05% | 3.39% | -0.82% | 11.02% |
| 1997 | 2.11% | -2.05% | 7.95% | -1.62% | 3.03% | 5.63% | 6.85% | -1.24% | 7.26% | -0.15% | -2.64% | -3.98% | 22.15% |
| 1996 | -0.95% | 8.19% | 0.9% | 3.34% | 3.89% | -1.26% | -1.91% | 2.68% | 6.37% | 4.99% | 2.74% | -2.98% | 28.52% |
| 1995 | 0% | 7.79% | 0.79% | -1.3% | 4.68% | -5.6% | 6.47% | -1.01% | 0.78% | -4.1% | 6.72% | 6.08% | 22.16% |
| 1994 | 7.17% | -6.31% | -3.03% | 5.95% | -1.2% | -3.73% | 5.97% | -3.48% | -1.77% | 8.11% | -2.04% | 2.29% | 6.8% |
| 1993 | 4.68% | 7.1% | 7.96% | 3.61% | 3.38% | -0.43% | 0.71% | 6.41% | 4.97% | -0.77% | -9.6% | 0.29% | 30.63% |
| 1992 | -7.79% | -1.88% | 3.65% | 9.2% | 3.55% | -6.13% | 6.53% | 4.18% | 0.85% | -4.22% | -2.03% | 1.09% | 5.69% |
| 1991 | -1.72% | 6.61% | 2.32% | 1.58% | -4.52% | -4.74% | 2.49% | 0.64% | 2.44% | 1.7% | -9.71% | 3.37% | -0.66% |
| 1990 | -1.63% | 1.43% | 0.56% | -2.41% | 7.4% | 0.54% | 13.9% | -4.41% | -2.47% | -7.94% | 3.71% | 3.93% | 11.43% |