TJX Cos Inc/The
Provider: Exchange
| Annualised Return | 18.26% |
| Realised Volatility | 20.71% |
| Downside Volatility | 13.79% |
| Max Drawdown | -46.19% |
| Winning months | 63.18% |
| Sharpe Ratio | 0.88 |
| Sortino Ratio | 1.32 |
| Calmar Ratio | 0.4 |
| Viking Ratio | 0.46 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.29% | 0.28% | -2.37% | 3.04% | 4.2% | ||||||||
| 2024 | 1.17% | 4.81% | 2.3% | -7.23% | 9.99% | 6.79% | 2.65% | 4.12% | 0.23% | -3.84% | 11.55% | -3.88% | 30.56% |
| 2023 | 2.84% | -6.08% | 2.3% | 0.59% | -2.16% | 10.42% | 2.05% | 7.29% | -3.89% | -0.91% | 0.41% | 6.47% | 19.69% |
| 2022 | -5.2% | -7.82% | -8.35% | 1.16% | 4.28% | -12.14% | 9.51% | 2.43% | -0.37% | 16.07% | 11.49% | -0.56% | 6.73% |
| 2021 | -6.22% | 3.43% | 0.24% | 7.33% | -4.53% | -0.18% | 2.06% | 6.07% | -9.27% | -0.74% | 6.37% | 9.39% | 12.83% |
| 2020 | -3.31% | 1.66% | -20.05% | 2.59% | 7.56% | -4.17% | 2.83% | 5.39% | 1.57% | -8.72% | 25.02% | 7.53% | 12.25% |
| 2019 | 11.15% | 3.54% | 3.74% | 3.14% | -7.96% | 5.15% | 3.18% | 1.19% | 1.4% | 3.43% | 6.46% | -0.11% | 38.76% |
| 2018 | 5.05% | 3.37% | -1.35% | 4.03% | 6.93% | 5.38% | 2.19% | 13.51% | 1.86% | -1.91% | -10.76% | -8.41% | 18.94% |
| 2017 | -0.28% | 5.07% | 0.8% | -0.56% | -3.98% | -4.04% | -2.58% | 3.29% | 1.98% | -5.33% | 8.74% | 1.2% | 3.46% |
| 2016 | 0.47% | 4.34% | 5.74% | -3.23% | 0.73% | 1.46% | 5.81% | -4.93% | -3.43% | -1.38% | 6.6% | -4.1% | 7.36% |
| 2015 | -3.85% | 4.37% | 2.05% | -7.87% | 0.07% | 2.78% | 5.52% | 1.02% | 1.56% | 2.48% | -3.26% | 0.44% | 4.61% |
| 2014 | -10% | 7.41% | -1.32% | -4.07% | -6.14% | -2.39% | 0.26% | 12.22% | -0.74% | 7.01% | 4.77% | 3.66% | 8.84% |
| 2013 | 6.43% | -0.21% | 3.96% | 4.32% | 4.07% | -1.09% | 3.96% | 1.59% | 6.96% | 7.8% | 3.68% | 1.35% | 51.72% |
| 2012 | 5.56% | 7.75% | 8.47% | 5.04% | 2.08% | 1.11% | 3.14% | 3.67% | -2.18% | -7.06% | 6.8% | -4.26% | 32.96% |
| 2011 | 6.76% | 5.55% | -0.28% | 7.82% | -0.76% | -0.92% | 5.27% | -0.86% | 1.56% | 6.24% | 5.03% | 4.62% | 47.39% |
| 2010 | 3.99% | 9.87% | 2.14% | 8.98% | -1.58% | -7.72% | -1.02% | -4.07% | 12.45% | 2.82% | -0.29% | -2.67% | 23.06% |
| 2009 | -5.59% | 15.24% | 15.13% | 9.09% | 5.96% | 6.61% | 15.16% | -0.43% | 3.34% | 0.54% | 3.08% | -4.77% | 80.51% |
| 2008 | 10.02% | 1.52% | 3.34% | -2.57% | -0.15% | -1.84% | 7.12% | 7.86% | -15.78% | -12.32% | -14.36% | -9.86% | -27.4% |
| 2007 | -0.52% | -6.77% | -1.96% | 3.45% | 0.61% | -1.68% | 0.91% | 10.22% | -4.66% | -0.48% | 1.75% | -2.08% | -2.17% |