CDW Corp/DE
Provider: Exchange
| Annualised Return | 20.45% |
| Realised Volatility | 24.46% |
| Downside Volatility | 14.78% |
| Max Drawdown | -36.58% |
| Winning months | 65.52% |
| Sharpe Ratio | 0.84 |
| Sortino Ratio | 1.38 |
| Calmar Ratio | 0.56 |
| Viking Ratio | 0.17 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 14.42% | -10.21% | -10.07% | 0.19% | 12.72% | -0.98% | 0.56% | 3.89% | |||||
| 2024 | -0.26% | 8.87% | 3.89% | -5.44% | -7.3% | 0.1% | -2.56% | 3.73% | 0.29% | -16.82% | -6.21% | -1.07% | -22.57% |
| 2023 | 9.77% | 3.56% | -3.72% | -12.98% | 1.59% | 6.88% | 1.95% | 13.2% | -4.45% | -0.67% | 5.53% | 7.8% | 28.84% |
| 2022 | -7.68% | -8.5% | 3.73% | -8.78% | 4.42% | -7.24% | 15.21% | -5.71% | -8.56% | 10.72% | 9.5% | -5.33% | -11.75% |
| 2021 | -0.1% | 19.47% | 5.65% | 7.59% | -7.02% | 5.58% | 4.98% | 9.64% | -9.27% | 2.54% | 1.71% | 8.14% | 56.87% |
| 2020 | -8.67% | -12.19% | -18.34% | 18.79% | 0.45% | 4.75% | 0.06% | -1.9% | 5.17% | 2.57% | 6.76% | 1% | -6.55% |
| 2019 | 2.74% | 13.1% | 2.64% | 9.58% | -6.52% | 12.76% | 6.45% | -2% | 6.7% | 3.79% | 5.87% | 5.77% | 78.22% |
| 2018 | 7.63% | -2.2% | -3.59% | 1.39% | 12.58% | 0.92% | 4.08% | 4.38% | 1.55% | 1.23% | 3.32% | -12.55% | 17.97% |
| 2017 | -1.11% | 14.65% | -2.02% | 2.39% | 2.13% | 3.9% | 1.44% | 0.25% | 4.07% | 6.06% | 0.33% | -0.74% | 34.92% |
| 2016 | -8.54% | 3.22% | 4.85% | -7.23% | 10.82% | -5.83% | 7.11% | 4.26% | 2.42% | -1.79% | 14.45% | 1.66% | 25.25% |
| 2015 | -2.59% | 10.03% | -1.04% | 2.9% | -3.01% | -7.6% | 4.81% | 10.83% | 2.79% | 9.38% | -3.17% | -2.62% | 20.47% |
| 2014 | 1.33% | 10.75% | 4.85% | 2.73% | 4.48% | 8.4% | -3.11% | 7.1% | -6.02% | -0.68% | 13.98% | 0.26% | 51.54% |
| 2013 | 15.47% | 2% | 4.1% | -3.68% | 1.75% | 4.61% | 25.71% |