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ONEOK Inc

Provider: Exchange
Annualised Return 15.23%
Realised Volatility 34.63%
Downside Volatility 27.88%
Max Drawdown -70.87%
Winning months 59.26%
Sharpe Ratio 0.44
Sortino Ratio 0.55
Calmar Ratio 0.21
Viking Ratio 0.11
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% 18.47% -14.03% 46%
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%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).