MSILF ESG Money Market Portfolio
Provider: Exchange
| Annualised Return | 0.98% |
| Realised Volatility | 0.46% |
| Downside Volatility | 0.09% |
| Max Drawdown | -0.06% |
| Winning months | 98.01% |
| Sharpe Ratio | 2.16 |
| Sortino Ratio | 11.38 |
| Calmar Ratio | 16.38 |
| Viking Ratio | 3.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.46% | 0.43% | 0.46% | 0.44% | 0.48% | 0.41% | 0.45% | 0.48% | 0.4% | 0.42% | 0.4% | 0% | 4.95% |
| 2023 | 0.28% | 0.36% | 0.43% | 0.38% | 0.43% | 0.46% | 0.42% | 0.46% | 0.45% | 0.45% | 0.45% | 0.48% | 5.17% |
| 2022 | 0% | -0.01% | 0% | 0.04% | 0.07% | 0.08% | 0.13% | 0.22% | 0.23% | 0.23% | 0.31% | 0.38% | 1.71% |
| 2021 | 0.02% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | -0.01% | 0% | 0% | 0% | 0.05% |
| 2020 | 0.18% | 0.14% | -0.06% | 0.17% | 0.13% | 0.02% | 0.03% | 0.01% | 0% | 0.01% | 0.01% | 0% | 0.65% |
| 2019 | 0.23% | 0.21% | 0.21% | 0.22% | 0.22% | 0.21% | 0.19% | 0.2% | 0.17% | 0.18% | 0.14% | 0.14% | 2.34% |
| 2018 | 0.13% | 0.12% | 0.13% | 0.17% | 0.18% | 0.16% | 0.18% | 0.2% | 0.16% | 0.18% | 0.19% | 0.2% | 2.03% |
| 2017 | 0.08% | 0.07% | 0.1% | 0.08% | 0.09% | 0.09% | 0.1% | 0.1% | 0.1% | 0.1% | 0.1% | 0.11% | 1.14% |
| 2016 | 0.03% | 0.03% | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% | 0.03% | 0.04% | 0% | 0.07% | 0.08% | 0.48% |
| 2015 | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.02% | 0.03% | 0.17% |
| 2014 | 0% | 0% | 0% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0% | 0% | 0% | 0.01% | 0.06% |
| 2013 | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0% | 0.01% | 0% | 0% | 0.09% |
| 2012 | 0.01% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% | 0.18% |
| 2011 | 0.02% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.13% |
| 2010 | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.18% |
| 2009 | 0.06% | 0.04% | 0.03% | 0.02% | 0.03% | 0.03% | 0.02% | 0.01% | 0.01% | 0.02% | 0.02% | 0.02% | 0.3% |
| 2008 | 0% | 0% | 0% | 0% | 0% | 0.21% | 0.18% | 0.17% | 0.18% | 0.21% | 0.15% | 0.09% | 1.18% |
| 2007 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| 2006 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| 2005 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| 2004 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |