Morgan Stanley
Provider: Exchange
| Annualised Return | 7.15% |
| Realised Volatility | 34.12% |
| Downside Volatility | 24.54% |
| Max Drawdown | -79.43% |
| Winning months | 59.21% |
| Sharpe Ratio | 0.21 |
| Sortino Ratio | 0.29 |
| Calmar Ratio | 0.09 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 10.84% | -3.84% | -12.35% | -0.28% | 10.93% | 10.02% | 1.84% | 5.63% | 5.64% | 3.8% | 3.45% | -0.34% | 38.26% |
| 2024 | -5.53% | -1.38% | 9.44% | -2.63% | 7.71% | -0.66% | 7.15% | 0.39% | 0.61% | 12.4% | 13.21% | -4.48% | 39.73% |
| 2023 | 15.4% | -0.85% | -9.02% | 3.36% | -9.13% | 4.45% | 8.2% | -7% | -4.09% | -12.23% | 12.03% | 17.53% | 13.93% |
| 2022 | 5.19% | -11.51% | -3.68% | -7% | 6.89% | -11.7% | 11.88% | 1.09% | -7.29% | 5.01% | 13.27% | -8.65% | -10.34% |
| 2021 | -1.66% | 14.65% | 1.03% | 6.75% | 10.18% | 0.81% | 5.45% | 8.8% | -6.82% | 6.35% | -7.74% | 3.52% | 46.65% |
| 2020 | 2.9% | -13.83% | -24.49% | 16.99% | 12.1% | 9.28% | 1.91% | 6.91% | -7.48% | 0.32% | 28.41% | 10.84% | 38.09% |
| 2019 | 7.44% | -0.76% | 0.52% | 15.06% | -15.67% | 7.67% | 2.5% | -6.89% | 2.84% | 8.73% | 7.45% | 3.31% | 32.67% |
| 2018 | 8.25% | -0.94% | -3.68% | -3.88% | -2.87% | -5.46% | 7.3% | -3.42% | -4.63% | -1.28% | -2.78% | -10.68% | -22.76% |
| 2017 | 1.03% | 7.48% | -6.2% | 1.7% | -3.76% | 6.76% | 5.81% | -2.99% | 5.87% | 4.31% | 3.22% | 1.67% | 26.61% |
| 2016 | -18.16% | -4.56% | 1.26% | 8.79% | 1.15% | -5.08% | 11.35% | 11.59% | 0% | 5.34% | 23.21% | 2.15% | 36.07% |
| 2015 | -12.61% | 5.86% | -0.28% | 4.96% | 2.39% | 1.54% | 0.51% | -11.3% | -8.56% | 5.16% | 4.03% | -7.26% | -16.74% |
| 2014 | -5.74% | 4.37% | 1.2% | -0.44% | -0.23% | 4.76% | 0.33% | 6.09% | 0.76% | 1.39% | 0.66% | 10.29% | 25.08% |
| 2013 | 19.51% | -1.1% | -2.53% | 1.41% | 16.47% | -5.68% | 11.58% | -5.33% | 4.62% | 6.79% | 8.95% | 0.19% | 65.34% |
| 2012 | 23.6% | -0.59% | 5.93% | -11.76% | -22.68% | 9.21% | -6.01% | 9.81% | 11.6% | 4.13% | -2.93% | 13.34% | 27.96% |
| 2011 | 8.23% | 0.95% | -7.95% | -4.1% | -7.61% | -4.76% | -3.1% | -21.35% | -22.8% | 30.96% | -16.16% | 2.3% | -43.9% |
| 2010 | -9.36% | 5.23% | 3.94% | 3.35% | -10.29% | -14.39% | 16.5% | -8.52% | -0.04% | 0.98% | -1.65% | 11.24% | -7.39% |
| 2009 | 27.87% | -3.41% | 16.53% | 4.15% | 28.26% | -5.97% | 0.15% | 1.61% | 6.63% | 4.17% | -1.68% | -6.27% | 88.3% |
| 2008 | -6.55% | -14.63% | 8.5% | 6.95% | -8.99% | -18.45% | 10.27% | 3.42% | -43.67% | -23.1% | -15.57% | 8.75% | -68.84% |
| 2007 | 1.42% | -9.51% | 5.13% | 7.03% | 1.23% | -1.36% | -7.72% | -2.35% | 1.01% | 7.18% | -21.62% | 0.74% | -20.58% |