Paychex Inc
Provider: Exchange
| Annualised Return | 11.31% |
| Realised Volatility | 19.85% |
| Downside Volatility | 11.7% |
| Max Drawdown | -47.39% |
| Winning months | 58.45% |
| Sharpe Ratio | 0.57 |
| Sortino Ratio | 0.97 |
| Calmar Ratio | 0.24 |
| Viking Ratio | 0.48 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.31% | 3.38% | 1.19% | 10.18% | |||||||||
| 2024 | 2.2% | 1.47% | 0.15% | -3.25% | 1.96% | -1.33% | 7.98% | 3.31% | 2.28% | 3.83% | 5.68% | -4.14% | 21.31% |
| 2023 | 0.26% | -4.07% | 3.8% | -4.13% | -3.69% | 6.61% | 12.16% | -1.88% | -5.65% | -3.71% | 10.69% | -2.34% | 6.21% |
| 2022 | -13.22% | 1.1% | 14.62% | -7.14% | -1.64% | -8.04% | 12.65% | -3.27% | -9.02% | 5.44% | 5.56% | -6.83% | -13.16% |
| 2021 | -5.63% | 4.29% | 7.63% | -0.54% | 4.43% | 6.09% | 6.7% | 0.57% | -1.76% | 10.22% | -3.31% | 14.51% | 50.16% |
| 2020 | 1.55% | -9.67% | -18.79% | 8.9% | 6.55% | 4.8% | -4.24% | 6.33% | 4.32% | 3.89% | 13.25% | 0.03% | 13.25% |
| 2019 | 9.53% | 8.79% | 4.13% | 5.12% | 2.52% | -4.08% | 1.66% | -1.63% | 1.31% | 1.8% | 2.97% | -1.23% | 34.53% |
| 2018 | 0.99% | -4.57% | -5.44% | -1.66% | 9.25% | 4.22% | 1.8% | 6.13% | 0.55% | -10.3% | 8.05% | -7.93% | -1.08% |
| 2017 | -0.22% | 1.87% | -4.1% | 0.64% | 0.7% | -3.87% | 2.45% | -1.42% | 5.14% | 7.22% | 5.52% | 1.14% | 15.41% |
| 2016 | -8.69% | 7.38% | 5.1% | -3.5% | 4.87% | 9.74% | 0.4% | 2.34% | -4.62% | -3.81% | 6.79% | 3.27% | 18.98% |
| 2015 | -1.17% | 10.11% | -0.44% | -2.47% | 2.91% | -5.12% | -0.13% | -3.75% | 6.34% | 9.49% | 5.18% | -2.51% | 18.4% |
| 2014 | -7.38% | -0.14% | 2.01% | -1.85% | -0.82% | 1.09% | -0.42% | 1.56% | 6.12% | 7.08% | 1% | -2.62% | 4.96% |
| 2013 | 4.98% | 1.39% | 5.91% | 3.85% | 2.25% | -1.93% | 9% | -1.93% | 5.07% | 4.85% | 3.47% | 4.12% | 48.92% |
| 2012 | 5.7% | -0.67% | -0.99% | -0.03% | -2.24% | 4.8% | 5.09% | 1.74% | 0.09% | -1.63% | 0.37% | -2.53% | 9.67% |
| 2011 | 4.52% | 5.09% | -6.68% | 5.2% | -1.25% | -4.89% | -7.11% | -4.43% | -2.26% | 11.7% | -0.1% | 3.44% | 1.43% |
| 2010 | -4.38% | 3.28% | 2.6% | 0.51% | -6.64% | -9% | 1.24% | -4.23% | 10.45% | 2.05% | 2.88% | 8.3% | 5.36% |
| 2009 | -6.42% | -9.18% | 16.36% | 6.44% | 1.22% | -7.83% | 6.38% | 6.75% | 2.69% | -1.15% | 10.35% | -2.27% | 22.11% |
| 2008 | -8.87% | -3.85% | 8.9% | 7.04% | -5% | -9.46% | 6.24% | 3.52% | -3.08% | -12.58% | -0.98% | -7.01% | -24.62% |
| 2007 | 0.54% | 1.55% | -6.79% | -1.46% | 8.89% | -3.17% | 6.55% | 7.37% | -7.72% | 2.65% | -6.65% | -7.13% | -7.11% |