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General Dynamics Corp

Provider: Exchange
Annualised Return 16.58%
Realised Volatility 24.19%
Downside Volatility 16.02%
Max Drawdown -54.41%
Winning months 60.29%
Sharpe Ratio 0.69
Sortino Ratio 1.04
Calmar Ratio 0.3
Viking Ratio 0.29
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 2.59% 3.12% 3.38% 2.13% 4.42% -3.21% 3.47% 0.22% 0.95% -0.86% 17.15%
2023 -5.56% -2.21% 0.13% -3.77% -6.49% 5.37% 4.56% 1.37% -2.5% 9.87% 2.35% 5.14% 7.13%
2022 2.32% 10.54% 2.87% -1.41% -4.91% -1.06% 2.45% 1% -7.32% 18.39% 1.04% -1.7% 21.69%
2021 -0.72% 11.45% 11.07% 5.45% -0.17% -0.87% 4.79% 2.18% -2.14% 4.05% -6.8% 10.32% 43.77%
2020 0.05% -8.98% -17.15% -0.46% 12.41% 1.79% -1.09% 1.78% -7.31% -4.4% 13.72% -0.35% -13.14%
2019 9.5% -0.56% -0.55% 6.22% -10.02% 13.06% 2.84% 2.87% -4.46% -2.68% 2.79% -2.97% 14.8%
2018 9.8% -0.01% -0.7% -8.47% 0.2% -7.59% 7.69% -3.18% 5.85% -15.32% 7.13% -14.97% -21.34%
2017 5.33% 4.82% -1.37% 3.99% 4.88% -2.53% -0.47% 2.56% 2.1% -0.87% 2.06% -1.79% 19.85%
2016 -2.1% 1.87% -3.6% 7.59% 0.96% -1.29% 5.49% 3.63% 1.93% -2.37% 16.33% -1.53% 28.46%
2015 -2.77% 4.18% -2.2% 1.69% 2.07% 1.59% 5.24% -4.75% -2.87% 8.24% -1.43% -6.21% 1.77%
2014 6.65% 8.12% -0.57% 1.08% 7.92% -1.33% 0.73% 5.55% 3.12% 10.54% 4.01% -5.32% 47.26%
2013 -4.29% 2.52% 3.74% 5.75% 4.25% 1.6% 9.73% -2.45% 5.13% -0.36% 5.81% 4.24% 40.98%
2012 4.83% 5.89% 0.2% -7.33% -5.17% 3.05% -3.07% 3.26% 0.93% 3.75% -2.32% 4.95% 8.22%
2011 6.89% 0.96% 0.58% -4.28% 1.92% 1.05% -8.56% -5.96% -11.22% 13.77% 2.91% 0.53% -3.86%
2010 -1.4% 8.53% 6.41% -0.55% -11.08% -13.14% 4.59% -8.78% 12.42% 9.18% -2.98% 7.37% 6.69%
2009 -0.86% -22.76% -5.09% 25.28% 10.12% -2% 0% 6.86% 9.14% -2.38% 5.1% 3.44% 21.64%
2008 -4.69% -3.17% 1.86% 8.9% 1.91% -8.63% 6.31% 3.55% -20.24% -17.62% -14.34% 11.46% -34.17%
2007 5.42% -2.27% 0.03% 3.13% 2.22% -2.52% 0.81% 0% 7.52% 8.06% -2.4% 0.24% 21.36%
2006 2.38% 5.94% 3.8% 2.93% -3.02% 2.86% 2.74% 0.79% 6.1% -0.49% 5.26% -0.66% 32.17%
2005 -0.94% 2.04% 1.61% -1.5% 2.79% 1.81% 5.16% -0.52% 4.33% -2.4% -1.72% -0.22% 10.59%
2004 1.5% 0.75% -3.03% 5.21% 2.15% 4.21% -0.48% -1.19% 4.57% 0.38% 6.11% -3.47% 17.41%
2003 -16.35% -10.4% -7.07% 13.37% 7.65% 8.5% 9.91% 8.53% -9.35% 7.66% -3.38% 11.77% 15.95%
2002 12.87% 1.47% 3.38% 3.67% 3.61% 5.72% -23.69% -2.82% 3.42% -2.32% 2.93% -2.55% 1.03%
2001 -8.65% -3.95% -7.98% 23.39% 0.57% 0.37% 4.35% -2.39% 11.86% -7.31% 1.9% -4.22% 3.65%
2000 -10.27% -8.23% 15.03% 18.18% 0.96% -11.54% 8.55% 11.52% -0.2% 14.41% 6.55% 2.3% 50.63%
1999 -0.67% 3.53% 6.31% 9.74% -6.41% 4.75% -1.92% -6.41% -0.89% -10.86% -6.99% 2.3% -9.25%
1998 0.33% 0.72% -1.15% -0.53% 4.1% 4.64% 2.77% 0% 5.65% 18.9% -2.1% 1.29% 38.58%
1997 0.39% -4.77% 0.55% 6.04% 5.08% 0.17% 18.63% -9.74% 9.7% -6.7% 6.92% -0.29% 25.34%
1996 -0.65% 2.15% -1.9% 8.66% -2.38% 0.61% 3.91% 0.2% 7.41% 0.23% 7.47% -4.07% 22.79%
1995 -0.05% 9.56% -0.53% -0.55% -5.66% 1.43% 10.78% 7.95% 4.27% 1.65% 7.68% -0.84% 40.26%
1994 0.52% 1.23% -8.99% -4.17% 4.64% -3.53% -1.3% 12.81% -3.04% -2.36% -5.03% 8.08% -3.08%
1993 10.42% 3.29% 0.89% -2.54% -1.18% 14.83% 2.6% 5.12% 10.31% 4.58% -6.02% 2.51% 52.54%
1992 8.6% 1.29% 10% 1.57% -1.14% 11.07% 10.67% -3.15% 11.27% 20.35% -4.9% 6.84% 96.8%
1991 15.26% -13.05% 33.95% 13.16% 2.02% 9.14% 8.05% -5.53% 9.09% 13% -6.45% 10.25% 119.54%
1990 -11.64% -8.25% 0.61% -6.67% 2.11% -9.86% -15.78% -7.02% -4.95% 2.01% -2.09% 8.07% -43.71%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).