Taiwan Semiconductor Manufacturing Co Ltd
Provider: Exchange
| Annualised Return | 21.64% |
| Realised Volatility | 27.78% |
| Downside Volatility | 14.31% |
| Max Drawdown | -49.59% |
| Winning months | 62.04% |
| Sharpe Ratio | 0.78 |
| Sortino Ratio | 1.51 |
| Calmar Ratio | 0.44 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 8.62% | 13.91% | 6.16% | 0.95% | 9.98% | 15.44% | -4.61% | 3.56% | 1.52% | 9.71% | -3.09% | 9.54% | 96.6% |
| 2023 | 24.49% | -6.1% | 7.39% | -9.37% | 16.95% | 2.78% | -1.75% | -5.63% | -6.65% | -0.68% | 12.74% | 7.38% | 42.31% |
| 2022 | 1.93% | -12.74% | -2.11% | -10.87% | 2.55% | -13.77% | 8.23% | -5.8% | -17.29% | -10.22% | 34.82% | -9.73% | -36.77% |
| 2021 | 11.45% | 3.64% | -5.73% | -1.3% | 0.53% | 2.77% | -2.93% | 2.03% | -5.8% | 1.84% | 3.03% | 3.12% | 12.08% |
| 2020 | -7.16% | -0.19% | -10.4% | 11.17% | -5.27% | 13.65% | 38.96% | 0.46% | 2.83% | 3.45% | 15.68% | 12.87% | 92.71% |
| 2019 | 1.92% | 3.8% | 4.89% | 6.98% | -12.48% | 5.49% | 8.83% | 0% | 9.82% | 11.08% | 2.83% | 10.21% | 64.92% |
| 2018 | 14.27% | -4.33% | 0.95% | -12.13% | 0.65% | -2.16% | 12.72% | 5.8% | 1.28% | -13.72% | -1.34% | -1.81% | -3.59% |
| 2017 | 7.51% | 1.81% | 4.35% | 0.7% | 6.92% | 2.07% | 2.86% | 2.81% | 1.57% | 12.73% | -6.45% | 0.13% | 42.38% |
| 2016 | -1.76% | 5.37% | 11.25% | -9.96% | 4.79% | 10.14% | 5.91% | 3.46% | 6.44% | 1.67% | -4.53% | -3.17% | 31.17% |
| 2015 | 1.47% | 8.01% | -4.28% | 4.09% | -0.65% | -3.51% | -2.64% | -10.09% | 4.38% | 5.83% | 3.64% | -0.04% | 4.86% |
| 2014 | -2.98% | 6.8% | 10.79% | 0.4% | 2.29% | 4.04% | -4.41% | 4.7% | -3.63% | 9.12% | 6.58% | -4.64% | 31.2% |
| 2013 | 3.38% | 2.88% | -5.81% | 11% | -2.2% | -1.82% | -4.73% | -2.47% | 2.42% | 8.55% | -3.69% | -1.64% | 4.46% |
| 2012 | 9.06% | 3.12% | 5.23% | 1.96% | -11.87% | 1.68% | 3.64% | 5.23% | 7.62% | 0.51% | 8.62% | -0.64% | 37.66% |
| 2011 | 4.23% | -5.97% | -0.9% | 10.84% | 1.18% | -3.8% | -1.98% | -3.16% | -4.51% | 10.41% | 2.38% | -0.08% | 7.29% |
| 2010 | -11.19% | -4.04% | 7.59% | 0.95% | -7.93% | 0.1% | 8.6% | -6.93% | 7.87% | 7.59% | -1.47% | 16.65% | 15.04% |
| 2009 | -4.56% | 0% | 18.7% | 18.1% | 3.5% | -13.99% | 17.26% | 2.2% | 2.43% | -12.96% | 8.91% | 10.1% | 52.62% |
| 2008 | -7.13% | 5.3% | 5.44% | 9.44% | 1.87% | -4.72% | -7.88% | 2.21% | -3.5% | -11.85% | -13.44% | 10.49% | -16.09% |
| 2007 | -0.55% | 1.74% | -3.15% | -1.95% | 3.51% | 7.09% | -8.8% | -2.27% | 2.02% | 5.24% | -6.85% | 0.4% | -4.69% |