Ameren Corp
Provider: Exchange
| Annualised Return | 7.65% |
| Realised Volatility | 18.39% |
| Downside Volatility | 13.93% |
| Max Drawdown | -53.85% |
| Winning months | 57.02% |
| Sharpe Ratio | 0.42 |
| Sortino Ratio | 0.55 |
| Calmar Ratio | 0.14 |
| Viking Ratio | 0.22 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.68% | 7.81% | -0.43% | -1.16% | -2.38% | -0.13% | 5.3% | -1.33% | 5.36% | -2.26% | 4.24% | -4.55% | 16.38% |
| 2024 | -3.83% | 2.33% | 4.84% | -0.12% | -0.68% | -2.16% | 11.48% | 4.09% | 6.84% | -0.4% | 8.36% | -4.86% | 27.47% |
| 2023 | -2.31% | -4.79% | 5.25% | 2.99% | -8.88% | 1.51% | 4.9% | -7.47% | -4.84% | 1.18% | 2.48% | -6.01% | -16.06% |
| 2022 | -0.3% | -3.14% | 9.81% | -0.92% | 2.46% | -4.47% | 3.05% | -0.54% | -12.48% | 1.2% | 9.57% | 0.23% | 2.54% |
| 2021 | -6.84% | -3.37% | 16.65% | 4.28% | -0.75% | -4.33% | 4.85% | 4.53% | -7.08% | 4.06% | -3.2% | 9.8% | 17.09% |
| 2020 | 6.84% | -3.72% | -7.25% | -0.11% | 2.72% | -5.24% | 14.04% | -1.41% | 0.59% | 2.58% | -4.12% | 1.03% | 4.26% |
| 2019 | 6.3% | 2.74% | 3.92% | -1.06% | 0.78% | 3.06% | 0.77% | 1.93% | 4.42% | -2.94% | -4.34% | 4.01% | 20.82% |
| 2018 | -4% | -4.11% | 5.18% | 3.51% | 0.97% | 3.66% | 1.99% | 1.89% | 0.68% | 2.15% | 6.26% | -4.3% | 13.99% |
| 2017 | 0.36% | 3.87% | 0.64% | 0.18% | 3.77% | -2.91% | 2.62% | 6.93% | -2.88% | 7.18% | 3.18% | -7.1% | 15.93% |
| 2016 | 3.91% | 4.52% | 7.68% | -4.19% | 3.23% | 9.06% | -2.13% | -5.76% | 0.37% | 1.57% | -1.66% | 7.75% | 25.68% |
| 2015 | -1.84% | -6.34% | 0.51% | -2.99% | -1.73% | -5.33% | 9.02% | -1.92% | 6.04% | 3.34% | 0.18% | -0.23% | -2.33% |
| 2014 | 4.65% | 6.79% | 2.99% | 0.27% | -4.74% | 4.95% | -5.94% | 4.01% | -3.19% | 10.46% | 1.82% | 8.03% | 32.75% |
| 2013 | 5.6% | 4.16% | 4.88% | 3.51% | -6.1% | 2.35% | 3.98% | -5.59% | 4.31% | 3.85% | -0.91% | 1.98% | 23.32% |
| 2012 | -4.5% | 1.36% | 2.88% | 0.64% | -1.46% | 5.07% | 2% | -4.36% | 1.07% | 0.64% | -8.85% | 3.9% | -2.48% |
| 2011 | 0.64% | -1.45% | 1.8% | 4.42% | 1.36% | -1.63% | -0.07% | 5% | -0.32% | 7.09% | 6.05% | -0.79% | 23.89% |
| 2010 | -8.59% | -3.29% | 7.13% | -0.46% | -5.01% | -2.04% | 6.73% | 10.64% | 2.55% | 2.04% | -0.9% | -0.54% | 6.87% |
| 2009 | -0.03% | -28.48% | -0.66% | -0.73% | 1.04% | 8.75% | 2.17% | 6.06% | -4.91% | -3.72% | 6.78% | 9.1% | -10.46% |
| 2008 | -17.47% | -4.56% | 4.69% | 3% | 0.2% | -5.71% | -2.7% | 1.87% | -5.25% | -16.86% | 9.65% | -4.73% | -34.55% |
| 2007 | -1.35% | -1.71% | -2.44% | 4.51% | 0.95% | -6.53% | -2.1% | 5.84% | 4.7% | 2.97% | -0.39% | 1.87% | 5.74% |