Marriott International Inc/MD
Provider: Exchange
| Annualised Return | 11.72% |
| Realised Volatility | 31.67% |
| Downside Volatility | 19.47% |
| Max Drawdown | -70.51% |
| Winning months | 53.51% |
| Sharpe Ratio | 0.37 |
| Sortino Ratio | 0.6 |
| Calmar Ratio | 0.17 |
| Viking Ratio | 0.42 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.18% | -3.27% | -15.07% | 0.16% | 10.87% | 3.56% | -3.43% | 1.79% | -2.77% | 0.05% | 17.24% | -0.05% | 10.28% |
| 2024 | 6.31% | 4.45% | 0.98% | -6.41% | -1.84% | 4.59% | -5.98% | 3.55% | 5.93% | 4.59% | 11.43% | -3.51% | 24.92% |
| 2023 | 16.99% | -2.61% | -1.89% | 1.99% | -0.61% | 9.48% | 9.86% | 1.1% | -3.42% | -4.07% | 7.77% | 11.25% | 53.06% |
| 2022 | -2.49% | 5.6% | 3.3% | 1.01% | -3.17% | -20.73% | 16.77% | -3.02% | -8.85% | 14.25% | 3.53% | -9.95% | -9.34% |
| 2021 | -11.83% | 27.31% | 0.03% | 0.28% | -3.33% | -4.92% | 6.93% | -7.43% | 9.58% | 8.06% | -7.79% | 11.98% | 25.26% |
| 2020 | -7.51% | -11.11% | -39.67% | 21.56% | -2.68% | -3.13% | -2.22% | 22.77% | -10.04% | 0.32% | 36.6% | 3.98% | -12.53% |
| 2019 | 5.5% | 9.73% | -0.14% | 9.06% | -8.14% | 12.38% | -0.88% | -9.01% | -1.34% | 1.75% | 11.31% | 7.89% | 41.49% |
| 2018 | 8.55% | -3.94% | -3.7% | 0.51% | -0.68% | -6.47% | 0.98% | -0.75% | 4.4% | -11.47% | -1.24% | -5.62% | -19.05% |
| 2017 | 2.32% | 3.18% | 8.27% | 0.25% | 14.37% | -6.82% | 3.87% | -0.25% | 6.45% | 8.36% | 6.57% | 6.87% | 66.24% |
| 2016 | -8.59% | 11.63% | 4.45% | -1.53% | -5.36% | 0.64% | 7.88% | -0.52% | -5.2% | 2.03% | 15.12% | 4.95% | 25.37% |
| 2015 | -4.52% | 11.82% | -3.35% | -0.34% | -2.27% | -4.62% | -2.39% | -2.35% | -3.48% | 12.58% | -7.33% | -5.46% | -13.02% |
| 2014 | -0.1% | 10.35% | 3.3% | 3.41% | 6.73% | 4.02% | 0.95% | 7.56% | 0.72% | 8.37% | 4.28% | -0.96% | 60.04% |
| 2013 | 7.27% | -0.99% | 7.05% | 1.97% | -2.06% | -3.9% | 2.97% | -3.39% | 5.18% | 7.18% | 4.68% | 4.96% | 34.44% |
| 2012 | 18.1% | 2.71% | 7.28% | 3.28% | -0.64% | 1.27% | -7.09% | 3.82% | 3.77% | -6.7% | -0.15% | 2.7% | 29.49% |
| 2011 | -4.94% | -0.49% | -9.26% | -0.79% | 7.41% | -6.14% | -8.42% | -9.59% | -6.97% | 15.64% | 3.33% | -4.74% | -24.72% |
| 2010 | -3.74% | 3.51% | 16.27% | 16.62% | -8.9% | -10.49% | 13.26% | -5.59% | 12.05% | 3.41% | 6.07% | 5.94% | 53.38% |
| 2009 | -16.14% | -13.18% | 16.13% | 44.01% | -0.85% | -5.17% | -2.4% | 11.38% | 15.44% | -9.17% | 2.98% | 5.95% | 42.36% |
| 2008 | 5.21% | -5.17% | 0.76% | 0.04% | -4.05% | -20.01% | -1.26% | 8.88% | -7.24% | -20.01% | -19.07% | 15.84% | -42.28% |
| 2007 | 4.16% | -0.48% | 2.32% | -7.66% | 1.86% | -5.95% | -3.91% | 6.91% | -1.97% | -5.43% | -8.78% | -8.67% | -25.55% |