ONEOK Inc
Provider: Exchange
| Annualised Return | 16.25% |
| Realised Volatility | 34.49% |
| Downside Volatility | 27.91% |
| Max Drawdown | -70.87% |
| Winning months | 59.53% |
| Sharpe Ratio | 0.47 |
| Sortino Ratio | 0.58 |
| Calmar Ratio | 0.23 |
| Viking Ratio | 0.13 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.42% | 10.07% | 6.72% | -0.1% | 2.38% | 0.68% | 2.18% | 12.17% | -1.33% | 6.31% | 17.96% | 69.1% | |
| 2023 | 5.68% | -4.42% | -2.92% | 4.47% | -13.38% | 8.93% | 10.19% | -2.74% | -2.71% | 4.31% | 5.6% | 1.99% | 13.21% |
| 2022 | 4.9% | 7.61% | 8.16% | -9.06% | 3.98% | -15.72% | 9.33% | 2.49% | -16.32% | 17.61% | 12.81% | -1.82% | 18.86% |
| 2021 | 6.13% | 11.2% | 14.38% | 5.24% | 0.76% | 5.5% | -4.94% | 1.06% | 10.42% | 11.3% | -5.94% | -1.8% | 64.67% |
| 2020 | 0.17% | -10.89% | -67.31% | 41.77% | 22.59% | -9.46% | -13.19% | -1.54% | -5.46% | 15.17% | 23.69% | 7% | -43.45% |
| 2019 | 20.67% | 0.08% | 8.68% | -1.51% | -6.34% | 8.16% | 1.85% | 3% | 3.38% | -5.24% | 3.1% | 6.5% | 47.76% |
| 2018 | 11.54% | -4.3% | 1.05% | 7.22% | 13.19% | 2.45% | 0.87% | -5.29% | 2.85% | -3.23% | -5.1% | -12.18% | 6.27% |
| 2017 | -2.93% | -1.92% | 2.57% | -4.02% | -5.57% | 4.99% | 8.45% | -2.95% | 2.31% | -2.06% | -3.01% | 2.99% | -2.12% |
| 2016 | 3.77% | -3.65% | 24.42% | 23.11% | 19.64% | 9.71% | -5.61% | 6.11% | 9.6% | -4.57% | 13.42% | 4.52% | 149.63% |
| 2015 | -10.36% | 0.52% | 8.99% | 0.97% | -12.85% | -5.82% | -2.81% | -4.71% | -10.58% | 7.31% | -13.09% | -16.35% | -47.42% |
| 2014 | 10.15% | -1.04% | 0.19% | 7.66% | 2.01% | 5.57% | -4.53% | 8.96% | -6.62% | -9.18% | -8.11% | -8.07% | -5.65% |
| 2013 | 10.81% | -4.3% | 5.96% | 8.5% | -12.11% | -8.48% | 28.18% | -2.15% | 3.65% | 6.68% | 2.78% | 7.08% | 49.66% |
| 2012 | -3.4% | -0.63% | -1.19% | 5.95% | -3.38% | 1.96% | 5.2% | 0.79% | 8.49% | -2.09% | -4.47% | -4.72% | 1.49% |
| 2011 | 7.11% | 9.65% | 3.58% | 5.38% | 1.64% | 4.11% | -0.9% | -2.6% | -6.85% | 15.16% | 10.17% | 4.24% | 61.28% |
| 2010 | -4.41% | 5.07% | 2.98% | 8.63% | -9.5% | -2.74% | 8.63% | -7.78% | 4.96% | 11.68% | 2.59% | 8.53% | 29.29% |
| 2009 | 1.65% | -23.55% | 1.3% | 17.46% | 11.96% | 0.65% | 13.67% | 2.36% | 8.09% | -0.01% | 10.52% | 11.37% | 61.29% |
| 2008 | 5.87% | -0.91% | -4.17% | 8.66% | 4.03% | -2.46% | -6.03% | -3.89% | -21.3% | -6% | -8.02% | -0.75% | -32.39% |
| 2007 | 1.42% | -2.91% | 8.02% | 8.36% | 11.75% | -6.82% | 1.38% | -7.69% | 1.17% | 6.13% | -6.89% | -3.72% | 8.11% |