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ONEOK Inc

Provider: Exchange
Annualised Return 15.58%
Realised Volatility 30.12%
Downside Volatility 22.58%
Max Drawdown -70.87%
Winning months 59.57%
Sharpe Ratio 0.52
Sortino Ratio 0.69
Calmar Ratio 0.22
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% -0.09% 2.38% 0.68% 2.18% 12.17% -1.33% 4.07% 40.34%
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% -9.07% 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% 4.51% 149.62%
2015 -10.36% 0.52% 8.99% 0.97% -12.85% -5.82% -2.81% -4.71% -10.58% 7.3% -13.09% -16.35% -47.42%
2014 10.15% -0.7% 0.19% 7.66% 2.01% 5.57% -4.53% 8.96% -6.62% -9.18% -8.11% -8.07% -5.33%
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% 9.64% 3.58% 5.38% 1.64% 4.11% -0.9% -2.6% -6.85% 15.16% 10.16% 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% 29.3%
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% -0.92% -4.17% 8.66% 4.03% -2.46% -6.03% -3.89% -21.3% -6% -8.02% -0.75% -32.39%
2007 0.31% -2.91% 8.02% 8.36% 11.75% -6.82% 1.38% -7.68% 1.17% 6.13% -6.89% -3.72% 6.93%
2006 7.18% 8.25% 5.43% 3.3% 1.76% 1.34% 10.25% 2.85% -1.25% 11.01% 3.87% -0.28% 67.74%
2005 -1.65% 5.78% 5.19% -5.45% 6.9% 5.83% 7.91% -2.72% 0.06% -14.68% -4.56% -2.92% -2.8%
2004 3.61% -2.11% 1.53% -6.2% 2% 2.9% -3.44% 12.19% 10.44% 4.04% 4.1% 1.79% 33.73%
2003 -9.79% 0.47% 6.44% 4.37% 7.38% -3.63% 7.13% 0.62% -3.91% -0.51% -0.4% 11.46% 19.2%
2002 -2.44% 5.74% 14.31% 5.61% -4.99% 5.68% -14.96% 4.54% -2.28% 1.04% 0% 1.37% 11.28%
2001 -6.51% -1.66% -6.96% 6.44% -2.59% -6.41% -6.83% -10.99% 2.22% 4.9% -0.12% 3.72% -23.53%
2000 5.19% -13.16% 10.2% 2.21% 15.35% -10.89% 4.03% 19.74% 24.45% 0.44% 3% 17.92% 99.98%
1999 -18.22% -8.97% -7.04% 14.15% 7.38% 5.83% 1.17% -2.36% -2.41% -2.68% -7.71% -6.73% -27.5%
1998 -14.61% 2.38% 16.43% 0.16% -3.55% 2.08% -13.69% -11.91% 13.1% 1.64% 1.64% 3.77% -7.47%
1997 -0.24% -3.8% -8.77% 15.6% 1.68% 6.4% 9.69% -7.5% 0.78% 6.1% 8.92% 8.03% 39.78%
1996 -7.45% 4.19% 10.34% 9.57% 4.81% -8.26% 6.7% 3.79% 0.46% -1.18% 2.33% 9.09% 37.56%
1995 -1.21% -1.43% 9.42% 2.83% -0.65% 12.49% 10.12% -5.92% 6.29% 6.12% -3.59% -2.66% 34.28%
1994 6.18% -8.23% -5.51% -1.35% -1.5% 4.58% 9.74% -2.7% -6.25% 6.13% -2.13% 4.35% 1.52%
1993 2.12% 10.14% 9.2% 5.75% 0.53% 11.77% -18.13% 1.78% 3.49% -3.31% -3.53% -7.92% 8.08%
1992 -2.24% -6.93% 6.62% 2.47% -1.54% 6.24% 0.83% 0.74% 2.21% 5.79% -6.9% 8.9% 15.78%
1991 -4.52% 0% -7.21% 13.37% 5.22% -5.79% -2.92% 1.82% 0.91% 6.91% 7.63% 6.29% 21.48%
1990 -8.93% 1.71% -1.27% -11.53% 4.91% -1.87% 8.25% -7.14% 20.2% -2.79% -0.84% -0.84% -3.82%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).