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Coca-Cola Co/The

Provider: Exchange
Annualised Return 11.35%
Realised Volatility 19.55%
Downside Volatility 13.82%
Max Drawdown -50.1%
Winning months 61.54%
Sharpe Ratio 0.58
Sortino Ratio 0.82
Calmar Ratio 0.23
Viking Ratio 0.45
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2026 7.01% 9.02% -6.11% 3.56% 0.32% 3.52% 7.78% 1.23% -2.34% 9.29% 37.19%
2025 1.96% 12.18% 1.32% 1.3% -0.62% -1.17% -4.04% 1.62% -3.13% 3.89% 6.12% -3.72% 15.6%
2024 0.95% 0.89% 2.75% 0.96% 1.88% 1.93% 4.85% 8.59% -0.16% -9.11% -1.14% -2.84% 8.88%
2023 -3.6% -2.95% 5.03% 3.42% -7% 1.71% 2.84% -3.39% -5.69% 0.91% 4.28% 0.84% -4.43%
2022 3.04% 2.02% 0.38% 4.21% -1.9% -0.02% 2% -3.83% -8.56% 6.84% 7.04% 0% 10.61%
2021 -12.2% 1.74% 8.49% 2.41% 2.43% -1.4% 5.4% -1.26% -6.12% 7.43% -6.23% 12.89% 11.37%
2020 5.51% -8.41% -16.55% 3.71% 1.72% -3.42% 5.73% 4.85% 0.48% -2.65% 8.21% 6.28% 2.47%
2019 1.65% -5.8% 4.25% 4.69% 0.14% 4.45% 3.36% 4.58% -0.37% -0.02% -1.16% 3.65% 20.6%
2018 3.73% -9.18% 1.37% -0.51% -0.49% 2.91% 6.32% -4.42% 4.52% 3.66% 6.1% -6.05% 6.77%
2017 0.27% 0.94% 2.04% 1.67% 5.38% -0.55% 2.21% -0.63% -0.4% 2.16% 0.36% 0.24% 14.38%
2016 -0.09% 0.49% 8.4% -3.43% -0.45% 2.42% -3.75% -0.46% -1.76% 0.19% -4.03% 2.75% -0.36%
2015 -2.49% 5.17% -5.57% 0.02% 0.99% -3.43% 4.72% -4.28% 2.92% 5.56% 1.41% 0.8% 5.14%
2014 -8.45% 1% 2.01% 5.51% 0.29% 4.32% -7.25% 6.18% 3% -1.83% 7.78% -5.82% 5.27%
2013 2.73% 3.97% 5.2% 4.67% -5.53% 0.99% -0.07% -4.74% -0.06% 4.46% 2.28% 2.79% 17.23%
2012 -3.49% 3.45% 6.72% 3.12% -2.08% 5.34% 3.34% -7.43% 2.11% -1.98% 2.69% -4.4% 6.53%
2011 -4.44% 1.7% 4.54% 1.69% -0.96% 1.45% 1.07% 3.59% -3.45% 1.12% -0.88% 4.08% 9.46%
2010 -4.82% -2.82% 5.18% -2.82% -3.84% -1.67% 9.96% 1.4% 5.52% 4.78% 3.73% 4.12% 19.02%
2009 -5.63% -4.38% 8.73% -2.05% 14.19% -1.55% 3.86% -2.15% 11.01% -0.73% 8.06% -0.35% 30.3%
2008 -3.86% -0.92% 4.79% -3.29% -2.73% -8.62% -0.92% 1.11% 2.28% -16.68% 7.28% -3.41% -24.1%
2007 -0.77% -2.51% 3.56% 8.73% 1.53% -0.62% -0.38% 3.2% 7.52% 7.46% 1.1% -1.18% 30.45%
2006 2.65% 1.43% 0.49% 0.21% 4.93% -1.59% 3.44% 0.7% 0.41% 4.57% 0.9% 3.03% 23.1%
2005 -0.36% 3.16% -2% 4.25% 2.74% -5.85% 4.81% 0.55% -1.22% -0.95% 0.45% -5.58% -0.66%
2004 -2.98% 1.46% 1.19% 0.54% 1.54% -1.22% -13.11% 1.94% -9.9% 1.52% -2.71% 5.93% -16.13%
2003 -7.71% -0.59% 1.24% -0.2% 12.8% 2.33% -3.1% -3.22% -0.8% 8.01% 0.69% 9.14% 18.13%
2002 -7.21% 8.32% 10.74% 6.22% 0.09% 1.17% -10.82% 2.12% -5.59% -3.09% -1.37% -3.94% -5.5%
2001 -4.82% -8.57% -14.53% 2.28% 2.62% -4.69% -0.89% 9.13% -3.39% 2.2% -1.55% 0.4% -21.46%
2000 -1.39% -15.34% -3.11% 0.67% 12.96% 7.96% 6.75% -14.14% 5.05% 9.52% 4.02% -2.69% 5.98%
1999 -2.52% -2.2% -3.67% 10.9% 0.64% -9.27% -2.32% -1.24% -19.1% 22.28% 14.36% -13.46% -12.16%
1998 -2.91% 5.98% 13.08% -2.02% 3.29% 9.29% -5.85% -19.1% -11.3% 17.25% 3.91% -4.37% 1.32%
1997 9.98% 5.4% -8.4% 14.13% 7.66% -0.53% 1.65% -17.09% 6.69% -7.17% 10.62% 6.7% 27.86%
1996 1.52% 7.13% 2.79% -1.51% 12.88% 6.81% -4.34% 6.67% 1.99% -0.74% 1.48% 2.93% 43.26%
1995 1.94% 4.76% 2.91% 3.1% 6.02% 3.83% 2.94% -2.1% 7.76% 4.17% 5.7% -1.98% 46.2%
1994 -8.4% 4.28% -4.24% 2.77% -3.59% 1.4% 9.23% 3.66% 6.16% 3.6% 1.87% 0.73% 17.44%
1993 1.19% 0% 0.98% -7.62% 5.4% 4.05% 0.58% 0.29% -2.21% 2.66% -2.78% 6.25% 8.29%
1992 -3.43% 5.48% 0.36% 1.53% 6.02% -8.8% 4.69% 2.69% -5.51% 0.31% -1.82% 5.35% 5.77%
1991 4.84% 7.44% 4.06% -2.76% 8.53% -4.39% 10.32% 9.35% -1.54% 3.29% 4.49% 15.68% 75.4%
1990 -10.26% 2.36% 6.61% 2.01% 18.36% -1.22% 2.25% -6.89% -6.07% 13.61% 3.52% 0.54% 23.52%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).