Waters Corp
Provider: Exchange
| Annualised Return | 10.81% |
| Realised Volatility | 27.52% |
| Downside Volatility | 18.36% |
| Max Drawdown | -55.46% |
| Winning months | 57.46% |
| Sharpe Ratio | 0.39 |
| Sortino Ratio | 0.59 |
| Calmar Ratio | 0.19 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 12% | -9.18% | -2.32% | -5.65% | 0.43% | -0.06% | -17.27% | 4.52% | -0.66% | 16.61% | 15.39% | -1.19% | 7.45% |
| 2024 | -3.5% | 6.2% | 2.02% | -10.22% | -0.05% | -6.08% | 15.91% | 2.99% | 3.91% | -10.22% | 19.07% | -3.57% | 12.68% |
| 2023 | -4.09% | -5.38% | -0.41% | -2.99% | -16.36% | 6.1% | 3.63% | 1.66% | -2.35% | -13.01% | 17.64% | 17.33% | -3.9% |
| 2022 | -14.08% | -1.06% | -2% | -2.37% | 8.23% | 0.92% | 9.99% | -17.97% | -9.74% | 11% | 15.85% | -1.16% | -8.06% |
| 2021 | 6.97% | 3.48% | 3.76% | 5.52% | 7.46% | 7.25% | 12.79% | 6.21% | -13.7% | 2.87% | -10.74% | 13.57% | 50.59% |
| 2020 | -4.22% | -12.91% | -6.59% | 2.72% | 6.87% | -9.73% | 18.15% | 1.46% | -9.52% | 13.87% | 4.12% | 6.64% | 5.89% |
| 2019 | 22.57% | 4.76% | 3.92% | -15.16% | -6.01% | 7.24% | -2.17% | 0.63% | 5.35% | -5.2% | 4.94% | 5.21% | 23.85% |
| 2018 | 11.61% | -5.09% | -2.93% | -5.15% | 2.23% | 0.5% | 1.9% | -3.95% | 2.74% | -2.56% | 4.69% | -5% | -2.35% |
| 2017 | 5.4% | 9.42% | 0.85% | 8.69% | 5.73% | 2.35% | -5.66% | 5.79% | -2.16% | 9.21% | 0.57% | -2.02% | 43.75% |
| 2016 | -9.93% | -0.74% | 9.65% | -1.33% | 5.68% | 2.25% | 13% | -1.02% | 0.75% | -12.21% | -3.28% | -0.13% | -0.14% |
| 2015 | 5.62% | 1.12% | 3.27% | 0.7% | 6.73% | -3.92% | 3.98% | -9.07% | -2.61% | 8.12% | 3.93% | 1.33% | 19.39% |
| 2014 | 8.27% | 2.89% | -2.68% | -9.1% | 1.64% | 4.27% | -0.96% | -0.01% | -4.17% | 11.78% | 4.6% | -2.74% | 12.72% |
| 2013 | 5.11% | 1.26% | 1.28% | -1.61% | 4.66% | 3.45% | 0.89% | -2.07% | 7.45% | -4.98% | -1.38% | 0.47% | 14.78% |
| 2012 | 16.91% | 3.5% | 3.42% | -9.23% | -5.15% | -0.39% | -2.5% | 3.5% | 3.92% | -1.82% | 3.35% | 3.04% | 17.65% |
| 2011 | -1.7% | 8.72% | 4.64% | 12.77% | 0.57% | -2.86% | -8.2% | -9.13% | -5.48% | 6.13% | -0.15% | -7.44% | -4.71% |
| 2010 | -8.04% | 4.7% | 13.21% | 6.59% | -4.93% | -5.46% | -0.83% | -5.67% | 16.95% | 4.73% | 3.7% | 1.09% | 25.42% |
| 2009 | -1.31% | -2.63% | 4.91% | 19.54% | -1.92% | 18.81% | -2.37% | 0.06% | 11.1% | 2.81% | 2.35% | 5.41% | 69.06% |
| 2008 | -27.53% | 4.03% | -6.56% | 10.34% | 0.1% | 4.84% | 5.33% | 0.46% | -14.75% | -24.72% | -5.87% | -11.11% | -53.65% |
| 2007 | 15.28% | -4.32% | 6.93% | 2.47% | 1.46% | -1.56% | -1.85% | 5.68% | 8.69% | 15.03% | 1.38% | 1.32% | 60.79% |