Cencora Inc
Provider: Exchange
| Annualised Return | 17.03% |
| Realised Volatility | 29.35% |
| Downside Volatility | 19.93% |
| Max Drawdown | -68.07% |
| Winning months | 60% |
| Sharpe Ratio | 0.58 |
| Sortino Ratio | 0.85 |
| Calmar Ratio | 0.25 |
| Viking Ratio | 0.67 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 13.29% | 1.47% | 3.14% | -1.62% | -5% | -0.56% | 5.58% | 0.93% | -6.05% | -2.48% | 7.58% | ||
| 2023 | 1.96% | -7.65% | 2.92% | 4.21% | 2.27% | 13.09% | -2.87% | -5.6% | 2.27% | 2.88% | 10.13% | 0.99% | 25.33% |
| 2022 | 2.49% | 4.99% | 8.55% | -2.21% | 2.62% | -8.6% | 3.15% | 0.74% | -7.66% | 16.18% | 8.9% | -2.92% | 26.26% |
| 2021 | 6.59% | -2.46% | 16.65% | 2.31% | -4.67% | -0.22% | 6.71% | 0.4% | -2.26% | 2.15% | -4.79% | 14.81% | 38.01% |
| 2020 | 0.64% | -1.02% | 4.96% | 1.31% | 6.87% | 5.7% | -0.58% | -2.76% | -0.11% | -0.88% | 7.77% | -5.19% | 17.03% |
| 2019 | 12.06% | 0.38% | -4.54% | -5.99% | 4.69% | 9.5% | 2.22% | -5.16% | 0.07% | 3.7% | 3.44% | -3.29% | 16.48% |
| 2018 | 8.55% | -4.15% | -9.41% | 5.07% | -8.92% | 3.81% | -4.03% | 10.43% | 2.5% | -4.58% | 1.48% | -16.31% | -17.57% |
| 2017 | 11.63% | 5.27% | -3.29% | -7.29% | 12.32% | 3.01% | -0.75% | -14.07% | 3.12% | -7.01% | 10.75% | 8.25% | 19.51% |
| 2016 | -13.64% | -2.91% | -0.08% | -1.68% | -11.49% | 5.79% | 7.4% | 2.48% | -7.12% | -12.95% | 11.42% | 0.26% | -23.32% |
| 2015 | 5.42% | 8.43% | 10.62% | 0.55% | -1.27% | -5.53% | -0.55% | -5.14% | -5.05% | 1.6% | 2.56% | 5.14% | 16.39% |
| 2014 | -4.39% | 1.29% | -3.33% | -0.63% | 12.67% | -0.71% | 5.85% | 0.94% | -0.12% | 10.49% | 6.95% | -0.98% | 29.95% |
| 2013 | 5.07% | 4.5% | 9% | 5.19% | 0.31% | 3.24% | 4.37% | -1.96% | 7.34% | 6.92% | 8.33% | -0.31% | 65.35% |
| 2012 | 4.79% | -3.77% | 6.13% | -6.18% | -0.24% | 6.38% | 0.89% | -2.64% | 0.49% | 1.89% | 7.61% | 2.27% | 17.95% |
| 2011 | 5.1% | 6.01% | 4.35% | 2.73% | 1.71% | 0.44% | -7.46% | 3.62% | -5.84% | 9.47% | -8.63% | 0.11% | 10.3% |
| 2010 | 4.56% | 3.17% | 3.14% | 6.67% | 1.65% | 1.5% | -5.61% | -8.73% | 12.39% | 7.08% | -5.72% | 10.6% | 32.39% |
| 2009 | 1.85% | -12.32% | 2.83% | 3% | 10.6% | -4.37% | 11.16% | 8.37% | 5.02% | -1.03% | 11.83% | 5.59% | 47.93% |
| 2008 | 3.81% | -10.28% | -1.77% | -1.05% | 2.11% | -3.24% | 4.7% | -1.88% | -8.19% | -16.95% | 0.6% | 13.75% | -19.84% |
| 2007 | 16.5% | 0.51% | 0.29% | -5.23% | 2.56% | -3.42% | -4.77% | 4.79% | -5.27% | 3.93% | -3.53% | -1.1% | 3.34% |
| 2006 | 5.41% | 5.45% | 4.96% | -10.61% | 1.08% | -3.83% | 2.58% | 2.76% | 2.35% | 4.43% | -2.46% | -2.24% | 8.9% |
| 2005 | -0.68% | 2.82% | -4.36% | 6.96% | 5.41% | 7.09% | 3.82% | 4.05% | 3.52% | -1.33% | 5.42% | 3.05% | 41.35% |
| 2004 | -1.96% | 5.46% | -5.77% | 5.87% | 3.65% | -0.33% | -9.57% | 0.12% | -0.72% | 2.48% | 7.13% | -0.44% | 4.69% |
| 2003 | 7.16% | -5.46% | -4.55% | 10.19% | 8.41% | 10.62% | -9.03% | -7.7% | -7.15% | 5.03% | 11.53% | -11.28% | 3.56% |
| 2002 | 1.86% | 4.63% | 0.89% | 13.47% | -0.5% | -1.41% | -11.85% | 8.28% | -1.5% | -0.38% | -18.42% | -6.39% | -14.42% |
| 2001 | -5.29% | 12.31% | -8.69% | 10.09% | 6.87% | -4.09% | 5.04% | 10.84% | 10.1% | -10.42% | -6.35% | 6.81% | 25.9% |
| 2000 | 19.34% | -19.65% | 3% | 33.33% | 21.25% | 27.9% | 12.65% | 0.54% | 33.81% | -7.58% | 13.38% | 2.54% | 232.51% |
| 1999 | 19.23% | -3.71% | -8.38% | -19.01% | 6.77% | -13.74% | 9.8% | -7.81% | -8.23% | -36.67% | -17.5% | 22.73% | -53.27% |
| 1998 | -2.79% | 3.31% | 2.78% | -9.36% | -0.23% | 20.8% | 15.89% | -38.18% | 15.67% | -3.67% | 22.05% | 1.56% | 11.59% |
| 1997 | 1.55% | 2.81% | -13.15% | 2% | -4.48% | 17.01% | -5.77% | 6.52% | 16.73% | 1.82% | 8.82% | -10.04% | 20.72% |
| 1996 | -5.3% | -7.2% | 13.79% | 9.09% | -6.25% | -1.48% | 3.38% | 10.91% | 16.72% | -4.78% | -7.08% | 22.54% | 46.21% |
| 1995 | -7.81% | 2.83% | 0.27% | -2.46% | 2.25% | 18.68% | 0.92% | 6.42% | 13.79% | 37.5% |