Williams Cos Inc/The
Provider: Exchange
| Annualised Return | 10.51% |
| Realised Volatility | 32.46% |
| Downside Volatility | 22.72% |
| Max Drawdown | -71.64% |
| Winning months | 60% |
| Sharpe Ratio | 0.32 |
| Sortino Ratio | 0.46 |
| Calmar Ratio | 0.15 |
| Viking Ratio | 0.31 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.49% | 3.69% | 9.86% | -1.57% | 8.21% | 3.57% | 1.04% | 6.59% | 0.8% | 14.72% | 11.9% | 74.28% | |
| 2023 | -2.01% | -6.64% | 0.71% | 1.34% | -5.29% | 15.48% | 5.58% | 0.23% | -1.14% | 2.11% | 6.95% | -4.13% | 11.86% |
| 2022 | 14.98% | 4.48% | 8.22% | 2.63% | 8.08% | -14.82% | 9.23% | -0.18% | -14.78% | 14.32% | 6.02% | -3.98% | 32.83% |
| 2021 | 5.89% | 7.58% | 5.49% | 2.83% | 8.13% | 2.29% | -5.65% | -1.44% | 6.83% | 8.29% | -4.63% | -1.34% | 38.36% |
| 2020 | -12.77% | -7.93% | -23.82% | 36.89% | 5.47% | -5.02% | 0.58% | 8.52% | -3.51% | -2.34% | 9.33% | -2.7% | -8.2% |
| 2019 | 22.13% | -0.89% | 9.12% | -1.36% | -6.88% | 7.76% | -12.13% | -4.22% | 3.53% | -7.27% | 1.84% | 6.14% | 14.18% |
| 2018 | 2.95% | -11.56% | -9.32% | 3.5% | 4.39% | 2.26% | 9.74% | -0.54% | -7.04% | -10.52% | 4.07% | -11.67% | -23.88% |
| 2017 | -7.39% | -1.73% | 5.49% | 3.51% | -6.63% | 6.97% | 4.95% | -6.45% | 1.96% | -5.03% | 1.93% | 6.07% | 2.02% |
| 2016 | -24.9% | -17.15% | 4.21% | 20.66% | 14.29% | 0.57% | 10.82% | 16.56% | 10.75% | -4.98% | 5.14% | 2.08% | 31.18% |
| 2015 | -2.4% | 11.81% | 4.43% | 1.19% | -0.18% | 13.7% | -8.56% | -8.16% | -22.48% | 7.03% | -7.3% | -28.01% | -39.14% |
| 2014 | 4.98% | 2% | -0.78% | 3.92% | 11.36% | 25.07% | -2.71% | 4.96% | -5.96% | 0.29% | -6.77% | -12.1% | 21.35% |
| 2013 | 7.06% | -0.97% | 9.02% | 1.79% | -7.74% | -6.75% | 5.24% | 6.06% | 1.36% | -1.79% | -1.37% | 10.7% | 22.78% |
| 2012 | 7.16% | 3.68% | 4.02% | 10.45% | -10.29% | -4.62% | 10.31% | 2.5% | 8.37% | 0.06% | -6.14% | 0.71% | 26.57% |
| 2011 | 9.18% | 12.49% | 3.13% | 6.38% | -5.37% | -2.98% | 4.79% | -14.18% | -9.82% | 23.71% | 7.21% | 3.09% | 37.17% |
| 2010 | -1.14% | 3.36% | 7.76% | 2.21% | -16.35% | -6.84% | 6.18% | -5.94% | 5.4% | 12.56% | 6.04% | 8.95% | 20.07% |
| 2009 | -2.28% | -20.14% | 1.73% | 23.9% | 19.01% | -6.36% | 6.92% | -0.87% | 8.7% | 5.48% | 5.52% | 6.59% | 49.81% |
| 2008 | -10.65% | 12.67% | -8.17% | 7.64% | 7.16% | 6.27% | -20.49% | -3.25% | -23.44% | -11.33% | -22.65% | -10.02% | -58.82% |
| 2007 | 5.33% | -0.07% | 5.89% | 3.65% | 8.01% | -0.44% | 1.99% | -3.56% | 9.87% | 7.13% | -4.88% | 3.38% | 41.42% |