ConocoPhillips
Provider: Exchange
| Annualised Return | 11.4% |
| Realised Volatility | 28.46% |
| Downside Volatility | 17.07% |
| Max Drawdown | -60.51% |
| Winning months | 57.47% |
| Sharpe Ratio | 0.4 |
| Sortino Ratio | 0.67 |
| Calmar Ratio | 0.19 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.35% | 9.7% | 16.34% | -4.71% | -8.71% | -8.79% | 15.89% | 10.7% | -5.54% | 23.08% | 68.17% | ||
| 2025 | -0.34% | 1.14% | 5.92% | -15.14% | -3.42% | 5.14% | 6.24% | 4.66% | -4.43% | -6.06% | 0.73% | 5.55% | -2.34% |
| 2024 | -3.62% | 1.13% | 13.1% | -1.3% | -6.84% | -1.8% | -2.78% | 2.88% | -7.48% | 4.05% | -0.4% | -8.46% | -12.63% |
| 2023 | 3.28% | -14.82% | -3.41% | 3.71% | -2.99% | 4.97% | 13.62% | 1.55% | 1.15% | -0.83% | -2.22% | 0.43% | 1.99% |
| 2022 | 22.78% | 7.58% | 5.73% | -4.48% | 18.16% | -19.45% | 8.48% | 12.84% | -5.24% | 23.21% | -1.66% | -3.87% | 71.56% |
| 2021 | 0.1% | 31.12% | 1.85% | -3.45% | 9.84% | 9.26% | -7.24% | -0.95% | 22.04% | 10.58% | -5.85% | 3.21% | 86.6% |
| 2020 | -8.61% | -17.95% | -36.39% | 36.69% | 1.19% | -0.38% | -10.11% | 1.34% | -13.33% | -11.78% | 38.22% | 1.09% | -36.04% |
| 2019 | 8.56% | 0.69% | -1.64% | -5.42% | -6.13% | 3.46% | -2.66% | -11.68% | 9.2% | -2.39% | 8.59% | 8.49% | 6.63% |
| 2018 | 7.14% | -7.15% | 9.17% | 10.47% | 3.31% | 3.31% | 4.09% | 1.75% | 5.41% | -9.31% | -5.32% | -5.79% | 15.63% |
| 2017 | -2.75% | -1.92% | 4.83% | -3.93% | -6.2% | -1.63% | 3.84% | -3.77% | 14.64% | 2.74% | -0.53% | 7.88% | 11.95% |
| 2016 | -16.3% | -12.76% | 19.04% | 18.67% | -7.84% | -0.43% | -5.82% | 0.56% | 5.9% | 0.53% | 11.67% | 3.34% | 10.13% |
| 2015 | -8.8% | 4.65% | -4.51% | 9.09% | -5.18% | -3.56% | -16.93% | -2.36% | -2.42% | 12.74% | 1.31% | -13.62% | -29.01% |
| 2014 | -8.07% | 3.48% | 5.79% | 5.63% | 8.53% | 7.24% | -2.95% | -1.55% | -5.79% | -4.78% | -8.43% | 4.53% | 1.51% |
| 2013 | 0.02% | 1.05% | 3.71% | 0.58% | 2.52% | -1.37% | 8.35% | 2.22% | 4.84% | 6.55% | -0.72% | -2.95% | 27.08% |
| 2012 | -6.39% | 13.24% | -0.71% | -5.76% | -3.26% | 7.13% | -1.43% | 4.32% | 0.69% | 2.35% | -1.57% | 1.84% | 9.2% |
| 2011 | 4.93% | 9.94% | 2.56% | -1.21% | -6.34% | 2.69% | -3.41% | -5.45% | -6.98% | 11.08% | 2.4% | 2.17% | 10.99% |
| 2010 | -6.01% | 1.02% | 6.6% | 15.67% | -11.48% | -5.34% | 13.64% | -5.05% | 9.54% | 4.35% | 1.31% | 13.18% | 38.73% |
| 2009 | -8.24% | -20.53% | 4.85% | 4.7% | 12.95% | -8.25% | 5.02% | 3.02% | 0.29% | 12.21% | 3.17% | -1.35% | 2.79% |
| 2008 | -9.28% | 3.84% | -7.86% | 13.04% | 8.62% | 1.39% | -13.03% | 1.09% | -11.22% | -28.32% | 0.98% | -1.37% | -39.79% |
| 2007 | -7.7% | -1.04% | 4.64% | 1.46% | 12.29% | 1.38% | 3.5% | 1.3% | 7.18% | -2.73% | -5.79% | 10.32% | 25.41% |
| 2006 | 11.21% | -5.2% | 3.59% | 5.94% | -4.86% | 3.54% | 5.3% | -7.59% | -6.15% | 1.78% | 11.72% | 6.91% | 26.53% |
| 2005 | 6.86% | 20.11% | -2.75% | -2.77% | 3.46% | 6.62% | 9.42% | 5.35% | 6.02% | -6.02% | -7.45% | -3.85% | 36.84% |
| 2004 | 0.47% | 5.19% | 1.36% | 2.13% | 3.46% | 4.04% | 3.83% | -5.51% | 11.31% | 2.35% | 7.92% | -4.57% | 35.58% |
| 2003 | -0.41% | 6.08% | 5.72% | -5.41% | 7.3% | 1.54% | -3.76% | 6.69% | -1.95% | 5.17% | -0.72% | 15.56% | 39.81% |
| 2002 | -2.97% | 1.72% | 6.24% | -4.19% | -3.78% | 2.31% | -12.11% | 2.36% | -12.06% | 5.75% | -1.42% | 1.21% | -17.44% |
| 2001 | 3.09% | -8.52% | 3.26% | 8.88% | 8.62% | -11.96% | 0.81% | 0.72% | -6.19% | 1.5% | 2.24% | 8.32% | 8.58% |
| 2000 | -13.03% | -5.89% | 21.31% | 3.28% | 20.69% | -11.46% | 0.93% | 21.78% | 1.44% | -1.06% | -8.5% | 0.66% | 24.5% |
| 1999 | -9.38% | 1.03% | 22.13% | 7.88% | 3.58% | -4.05% | 2.67% | -0.61% | -4.41% | -3.92% | 2.82% | -1.7% | 13.56% |
| 1998 | -8.81% | 11.36% | 1.91% | -0.04% | 0.63% | -3.38% | -7.48% | -7.77% | 10.57% | -3.37% | -2.89% | 1.49% | -9.63% |
| 1997 | 0.44% | -6.23% | -1.21% | -2.83% | 7.94% | 2.94% | 6.06% | 3.26% | 8.54% | -5.63% | 0.13% | 0.39% | 13.28% |
| 1996 | -3.13% | 6.87% | 12.86% | 5.06% | 0.74% | 0.9% | -4.91% | 2.53% | 5.56% | -3.94% | 10.74% | -1.94% | 33.96% |
| 1995 | -1.83% | 4.71% | 9.74% | -4.44% | 4.48% | -7.93% | 5.99% | -6.25% | -1.14% | -0.77% | 4.48% | 2.25% | 7.98% |
| 1994 | 2.72% | -8.05% | -1.84% | 17.37% | 4.94% | -3.84% | 4.8% | 2.02% | 3.4% | 8.49% | -10.51% | -0.76% | 16.95% |
| 1993 | 8.96% | 3.8% | 0% | 3.55% | 7.04% | -9.31% | 9.82% | 7.48% | 3.05% | -4.45% | -10.85% | 1.75% | 19.87% |
| 1992 | -1.56% | -1.48% | 1.09% | 6.99% | 4.2% | -5.37% | 14.43% | 1.02% | -0.9% | -9.09% | -2.91% | 4.69% | 9.48% |
| 1991 | -2.39% | 8.52% | 2.74% | -1.69% | 0.46% | -7.27% | 5.39% | 1.06% | -2.33% | 0.48% | -12.82% | 5.5% | -4.2% |
| 1990 | 0.08% | 2.52% | 1.96% | -3.36% | 8.04% | -4.19% | 13.15% | -1.73% | -9.25% | -0.38% | 7.88% | -4.56% | 8.31% |