Axon Enterprise Inc
Provider: Exchange
| Annualised Return | 27.46% |
| Realised Volatility | 49.37% |
| Downside Volatility | 23.13% |
| Max Drawdown | -78.2% |
| Winning months | 59.72% |
| Sharpe Ratio | 0.56 |
| Sortino Ratio | 1.19 |
| Calmar Ratio | 0.35 |
| Viking Ratio | 0.44 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.59% | 23.41% | 1.79% | 0.25% | -10.2% | 4.46% | 1.96% | 21.65% | 9.49% | 5.98% | 52.77% | -5.56% | 136.51% |
| 2023 | 17.78% | 2.49% | 12.25% | -6.29% | -8.45% | 1.15% | -4.71% | 14.51% | -6.54% | 2.76% | 12.41% | 12.38% | 55.69% |
| 2022 | -10.87% | 0.23% | -1.8% | -18.54% | -9.66% | -8.08% | 18.27% | 5.89% | -0.8% | 25.65% | 26.53% | -9.84% | 5.69% |
| 2021 | 33.98% | 0.81% | -13.94% | 6.45% | -7.27% | 25.76% | 5.21% | -2.23% | -3.77% | 2.82% | -6.21% | -6.99% | 28.13% |
| 2020 | 4.82% | 0.73% | -8.53% | 2.74% | 4.47% | 29.19% | -15.29% | 3.07% | 5.86% | 9.04% | 27.09% | -2.51% | 67.21% |
| 2019 | 16.59% | 5.53% | 1.08% | 16.71% | 5.17% | -3.85% | 9.36% | -14.6% | -5.32% | -9.95% | 44.34% | -0.7% | 67.5% |
| 2018 | -0.15% | 31.63% | 12.86% | 6.79% | 51.69% | -0.79% | 7.52% | 0.49% | 0.25% | -9.81% | -29.57% | 0.64% | 65.09% |
| 2017 | 3.05% | 2.76% | -11.22% | 7.85% | -2.32% | 4.71% | -2.19% | -11.71% | 4.42% | 1.32% | 8.32% | 6.51% | 9.32% |
| 2016 | -10.99% | 25.93% | 1.29% | -6.98% | 22.51% | 11.22% | 16.4% | -6.49% | 5.65% | -21.78% | 21.67% | -10.98% | 40.2% |
| 2015 | 2% | -13.07% | 2.68% | 25.22% | 4.6% | 5.48% | -18.28% | -14.03% | -8.12% | 8.88% | -20.12% | -7.54% | -34.71% |
| 2014 | 1.13% | 19.74% | -4.89% | -11.7% | -17.83% | 0.23% | -9.32% | 29.93% | -1.47% | 22.02% | 14.01% | 23.28% | 66.75% |
| 2013 | -6.38% | -10.75% | 6.43% | 10.82% | 7.72% | -10.22% | 4.23% | 31.08% | 27.84% | 19.48% | -3.31% | -7.62% | 77.63% |
| 2012 | -7.03% | -15.34% | 7.69% | 5.99% | 16.96% | -2.6% | 3.24% | -0.92% | 12.59% | 29.41% | 5.76% | 8.23% | 74.61% |
| 2011 | -10.85% | -9.79% | 7.41% | 9.85% | 1.57% | 0.44% | -9.67% | 8.27% | -3.15% | 15.31% | 21.13% | -14.95% | 8.94% |
| 2010 | 28.77% | 34.04% | -22.35% | -19.08% | -5.89% | -12.75% | 5.13% | -11.46% | 6.89% | 2.32% | 1.51% | 16.63% | 7.31% |
| 2009 | -3.98% | -15.19% | 8.84% | 2.56% | -9.17% | 4.59% | 15.13% | -13.33% | 3.74% | -13.35% | 3.42% | 3.55% | -17.05% |
| 2008 | -20.15% | -1.91% | -16.59% | -20.64% | -5.76% | -29.02% | 1% | 28.97% | 10% | -29.93% | -13.17% | 21.38% | -63.31% |
| 2007 | -3.04% | 2.45% | 1.13% | 7.47% | 22.13% | 32.45% | 9.38% | -6.29% | 9.64% | 6.12% | -15.86% | 2.71% | 80.04% |