Progressive Corp/The
Provider: Exchange
| Annualised Return | 16.36% |
| Realised Volatility | 21.75% |
| Downside Volatility | 13.25% |
| Max Drawdown | -47.18% |
| Winning months | 58.77% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 1.23 |
| Calmar Ratio | 0.35 |
| Viking Ratio | 0.42 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.83% | 14.43% | 0.36% | -0.41% | 1.13% | -6.34% | -9.27% | 2.07% | -0.04% | -16.55% | 11.06% | -0.01% | -2.58% |
| 2024 | 12.47% | 6.35% | 9.11% | 0.74% | 1.41% | -1.64% | 3.13% | 17.78% | 0.62% | -4.27% | 10.73% | -10.89% | 51.39% |
| 2023 | 5.2% | 5.26% | -0.32% | -4.59% | -6.22% | 3.49% | -4.75% | 5.95% | 4.37% | 13.57% | 3.76% | -2.9% | 23.16% |
| 2022 | 5.96% | -2.51% | 7.61% | -5.73% | 11.2% | -2.61% | -0.96% | 6.6% | -5.25% | 10.58% | 2.92% | -1.85% | 26.81% |
| 2021 | -7.52% | -1.42% | 11.24% | 5.47% | -1.65% | -0.88% | -3.01% | 1.24% | -6.18% | 5.08% | -2.04% | 12.08% | 10.83% |
| 2020 | 15.03% | -9.33% | 0.93% | 4.82% | 0.49% | 3.13% | 12.91% | 5.2% | -0.39% | -2.82% | -5.21% | 13.51% | 41.48% |
| 2019 | 11.54% | 12.54% | -1.11% | 8.55% | 1.45% | 0.82% | 1.44% | -6.4% | 1.91% | -9.65% | 4.81% | -0.9% | 25.14% |
| 2018 | -3.94% | 8.69% | 5.82% | -1.05% | 2.99% | -4.74% | 1.45% | 12.53% | 5.2% | -1.89% | -4.89% | -8.99% | 9.39% |
| 2017 | 5.46% | 6.59% | 0% | 1.38% | 6.82% | 3.91% | 6.9% | -1.38% | 4.17% | 0.47% | 9.31% | 5.9% | 61.59% |
| 2016 | -1.73% | 5.13% | 10.09% | -7.23% | 2.15% | 0.6% | -2.96% | 0.15% | -3.26% | 0.03% | 5.68% | 6.61% | 14.9% |
| 2015 | -3.85% | 5.49% | 2.06% | -1.99% | 2.55% | 1.79% | 9.59% | -1.77% | 2.27% | 8.13% | -6.97% | 3.18% | 21.02% |
| 2014 | -9.4% | 5.38% | -1.1% | 0.12% | 3.22% | 1.32% | -7.57% | 6.74% | 1.04% | 4.47% | 3.14% | -0.92% | 5.22% |
| 2013 | 7.93% | 8.32% | 3.74% | 0.08% | 0.79% | -0.27% | 2.32% | -3.61% | 8.62% | -4.63% | 7.55% | -2.36% | 30.86% |
| 2012 | 6.03% | 5.62% | 8.22% | -8.11% | 2.02% | -4.14% | -5.23% | -1.06% | 6.2% | 7.52% | -0.29% | -0.71% | 15.44% |
| 2011 | 1.74% | 5.15% | 1.44% | 3.83% | -1.32% | -1.25% | -7.95% | -2.54% | -7.4% | 7.04% | -0.79% | 3.45% | 0.2% |
| 2010 | -6.95% | 3.44% | 11.31% | 5.24% | -2.49% | -4.44% | 4.91% | 0.81% | 5.4% | 1.39% | -3.88% | 2.64% | 17.16% |
| 2009 | -17.96% | -4.77% | 16.16% | 13.69% | 5.56% | -6.32% | 3.11% | 6.03% | 0.36% | -3.5% | 4.81% | 7.27% | 21.47% |
| 2008 | -2.42% | -1.19% | -12.33% | 13.19% | 10.28% | -6.68% | 8.17% | -8.79% | -5.79% | -17.99% | 5.26% | -1.4% | -22.09% |
| 2007 | -4.3% | -1.08% | -4.88% | 5.73% | -0.09% | 3.82% | -12.33% | 6.4% | -4.57% | -4.69% | -0.54% | 4.13% | -13.22% |