PACCAR Inc
Provider: Exchange
| Annualised Return | 11.08% |
| Realised Volatility | 28.01% |
| Downside Volatility | 16.63% |
| Max Drawdown | -54.58% |
| Winning months | 55.35% |
| Sharpe Ratio | 0.4 |
| Sortino Ratio | 0.67 |
| Calmar Ratio | 0.2 |
| Viking Ratio | 0.39 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.81% | 10.74% | 11.72% | -14.35% | 1.6% | -4.24% | -4.16% | -2.2% | 2.6% | 5.67% | 6.12% | 14.31% | |
| 2023 | 10.45% | -0.58% | 1.39% | 2.04% | -7.6% | 21.62% | 2.96% | -4.15% | 3.32% | -2.93% | 11.6% | 9.94% | 55.01% |
| 2022 | 5.36% | -0.91% | -4.07% | -5.7% | 4.98% | -5.18% | 11.15% | -4.04% | -4.37% | 15.7% | 9.77% | -3.94% | 17% |
| 2021 | 5.73% | 0.08% | 2.12% | -3.27% | 2.23% | -2.52% | -7.01% | -0.93% | -3.6% | 13.56% | -6.56% | 7.63% | 5.63% |
| 2020 | -6.18% | -9.47% | -8.62% | 13.25% | 7.18% | 1.34% | 13.67% | 1.26% | -0.65% | 0.12% | 2.33% | -0.09% | 11.74% |
| 2019 | 14.67% | 3.98% | 0.5% | 5.18% | -7.74% | 8.87% | -2.12% | -6.07% | 6.79% | 8.64% | 7.41% | -0.01% | 45.05% |
| 2018 | 4.9% | -3.63% | -7.57% | -3.78% | -1.83% | -0.43% | 6.07% | 4.57% | -0.34% | -16.1% | 9.27% | -4.91% | -15.32% |
| 2017 | 5.34% | -0.39% | 0.58% | -0.7% | -5.28% | 4.89% | 3.65% | -2.72% | 9.06% | -0.84% | -1.6% | 2.78% | 14.82% |
| 2016 | 3.52% | 5.46% | 6.19% | 7.72% | -4.96% | -6.96% | 13.69% | 1.9% | -1.77% | -6.57% | 13.61% | 3.74% | 38.38% |
| 2015 | -11.62% | 6.93% | -1.42% | 3.5% | -2.42% | 0.39% | 1.61% | -8.71% | -11.53% | 0.92% | -0.85% | -6.03% | -27.1% |
| 2014 | -5.36% | 17.97% | 2.43% | -5.13% | -0.62% | -0.84% | -0.89% | 1.23% | -9.45% | 14.85% | 2.94% | 3% | 18.29% |
| 2013 | 4.09% | 1.21% | 6.6% | -1.54% | 8.08% | 0.11% | 4.86% | -4.39% | 3.82% | -0.11% | 3.44% | 4.88% | 34.96% |
| 2012 | 17.96% | 4.53% | 1.78% | -8.29% | -12.07% | 4.31% | 2.09% | 0.21% | 0.3% | 8.37% | 1.79% | 4.74% | 25.17% |
| 2011 | -1.48% | -11.06% | 4.45% | 1.43% | -5.63% | 2.18% | -16.21% | -11.68% | -10.12% | 27.85% | -5.76% | -5.87% | -32.48% |
| 2010 | -0.66% | -1.64% | 22.6% | 7.34% | -11.69% | -2.76% | 14.92% | -10.37% | 17.5% | 6.46% | 5.32% | 7.02% | 60.36% |
| 2009 | -7.73% | -4.42% | 2.75% | 37.58% | -15.26% | 8.64% | 6.85% | 4.64% | 4.26% | -0.8% | -0.66% | -2.18% | 28.98% |
| 2008 | -13.88% | -7.18% | 3.73% | 5.16% | 13.24% | -21.65% | 0.55% | 2.81% | -11.31% | -23.44% | -4.08% | 2.98% | -46.36% |
| 2007 | 3.45% | 4.26% | 5.63% | 14.41% | 4.22% | -0.26% | -6% | 4.88% | -0.35% | -2.24% | -8.57% | 9.61% | 30.41% |