Johnson & Johnson
Provider: Exchange
| Annualised Return | 9.25% |
| Realised Volatility | 15.5% |
| Downside Volatility | 9.29% |
| Max Drawdown | -27.82% |
| Winning months | 58.77% |
| Sharpe Ratio | 0.6 |
| Sortino Ratio | 1 |
| Calmar Ratio | 0.33 |
| Viking Ratio | 0.27 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.21% | 9.33% | 0.5% | -5.75% | 0.15% | -1.58% | 7.85% | 8.33% | 4.66% | 1.86% | 10.25% | -0.72% | 46.39% |
| 2024 | 1.38% | 2.33% | -1.98% | -8.6% | 2.26% | -0.35% | 8% | 5.87% | -2.29% | -1.36% | -2.26% | -6.7% | -4.81% |
| 2023 | -7.49% | -5.54% | 1.14% | 5.61% | -4.56% | 6.75% | 1.21% | -2.79% | -3.67% | -4.76% | 5.1% | 1.34% | -8.58% |
| 2022 | 0.71% | -3.87% | 7.69% | 1.82% | 0.12% | -1.13% | -1.68% | -6.93% | 1.25% | 6.49% | 2.98% | -0.76% | 5.97% |
| 2021 | 3.65% | -2.26% | 3.72% | -0.99% | 4.66% | -2.66% | 4.53% | 1.14% | -6.72% | 0.85% | -3.64% | 9.71% | 11.44% |
| 2020 | 2.06% | -9.09% | -2.49% | 14.42% | -0.17% | -5.46% | 3.65% | 5.95% | -2.95% | -7.91% | 6.25% | 8.78% | 10.82% |
| 2019 | 3.12% | 3.36% | 2.31% | 1.01% | -6.48% | 6.2% | -6.5% | -0.69% | 0.79% | 2.06% | 4.85% | 6.1% | 16.22% |
| 2018 | -1.1% | -5.41% | -1.33% | -1.3% | -4.73% | 1.44% | 9.21% | 2.31% | 2.58% | 1.32% | 5.6% | -12.15% | -5.13% |
| 2017 | -1.7% | 8.63% | 1.91% | -0.87% | 4.56% | 3.15% | 0.32% | 0.37% | -1.78% | 7.23% | 0.55% | 0.28% | 24.43% |
| 2016 | 1.67% | 1.47% | 2.84% | 3.59% | 1.26% | 7.64% | 3.24% | -4.07% | -1.01% | -1.81% | -3.38% | 3.51% | 15.33% |
| 2015 | -4.24% | 3.08% | -1.86% | -1.39% | 1.68% | -2.68% | 2.82% | -5.5% | -0.76% | 8.32% | 0.95% | 1.46% | 1.14% |
| 2014 | -3.41% | 4.87% | 6.63% | 3.11% | 0.87% | 3.11% | -4.33% | 4.34% | 2.76% | 1.12% | 1.09% | -3.4% | 17.34% |
| 2013 | 5.45% | 3.79% | 7.12% | 4.54% | -0.49% | 2% | 8.9% | -6.89% | 0.32% | 6.83% | 2.93% | -3.24% | 34.62% |
| 2012 | 0.5% | -0.39% | 1.35% | -1.3% | -3.17% | 8.22% | 2.46% | -1.7% | 2.19% | 2.77% | -0.67% | 0.53% | 10.85% |
| 2011 | -3.36% | 3.72% | -3.56% | 10.92% | 3.28% | -1.14% | -2.6% | 2.46% | -3.21% | 1.1% | 1.45% | 1.33% | 9.89% |
| 2010 | -2.41% | 0.99% | 3.49% | -1.38% | -8.5% | 1.3% | -1.64% | -0.92% | 8.66% | 2.87% | -2.6% | 0.49% | -0.59% |
| 2009 | -3.58% | -12.61% | 5.2% | -0.46% | 6.28% | 2.97% | 7.2% | 0.07% | 0.74% | -3.02% | 7.26% | 2.5% | 11.27% |
| 2008 | -5.34% | -1.22% | 4.7% | 3.42% | 0.18% | -3.6% | 6.42% | 3.53% | -1.63% | -11.46% | -3.71% | 2.13% | -7.72% |
| 2007 | -0.65% | -5.24% | -4.24% | 6.57% | -0.83% | -2.61% | -1.82% | 2.82% | 6.33% | -0.81% | 4.59% | -1.54% | 1.74% |