Cummins Inc
Provider: Exchange
| Annualised Return | 16.75% |
| Realised Volatility | 33.61% |
| Downside Volatility | 21.53% |
| Max Drawdown | -69.9% |
| Winning months | 55.35% |
| Sharpe Ratio | 0.5 |
| Sortino Ratio | 0.78 |
| Calmar Ratio | 0.24 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.11% | 12.97% | 9.69% | -4.13% | 0.32% | -1.7% | 5.37% | 7.86% | 3.5% | 1.6% | 9.99% | 53.83% | |
| 2023 | 2.99% | -1.97% | -1.73% | -1.61% | -12.39% | 19.94% | 6.38% | -11.16% | -0.69% | -5.32% | 4.42% | 6.87% | 1.72% |
| 2022 | 1.26% | -6.98% | 0.49% | -7.76% | 11.33% | -7.46% | 14.35% | -2.02% | -5.51% | 20.15% | 3.37% | -3.53% | 14.09% |
| 2021 | 3.22% | 8.62% | 2.33% | -2.73% | 2.61% | -5.24% | -4.8% | 2.31% | -4.84% | 6.8% | -12% | 4% | -1.68% |
| 2020 | -10.61% | -4.68% | -10.56% | 20.82% | 4.58% | 2.16% | 11.54% | 7.91% | 1.89% | 4.13% | 5.74% | -1.76% | 30.5% |
| 2019 | 10.08% | 5.52% | 2.45% | 5.33% | -8.7% | 13.65% | -4.28% | -8.17% | 8.98% | 6.03% | 6.78% | -2.13% | 38.04% |
| 2018 | 6.43% | -9.96% | -3.62% | -1.38% | -10.27% | -6.59% | 7.38% | 0.08% | 3.01% | -6.42% | 11.39% | -11.53% | -22.06% |
| 2017 | 7.57% | 1.68% | 1.82% | -0.17% | 5.16% | 2.87% | 3.5% | -4.41% | 5.43% | 5.27% | -4.75% | 5.52% | 32.72% |
| 2016 | 2.14% | 9.62% | 12.68% | 6.45% | -1.35% | -1.77% | 9.19% | 3.15% | 2.02% | -0.26% | 11.76% | -3.6% | 60.68% |
| 2015 | -3.27% | 2.57% | -2.52% | -0.27% | -1.42% | -3.22% | -1.27% | -5.29% | -10.82% | -4.67% | -2.06% | -12.31% | -37.17% |
| 2014 | -9.92% | 15.42% | 2.1% | 1.25% | 1.81% | 0.89% | -9.66% | 4.67% | -9.05% | 10.76% | 0.16% | -1% | 4.28% |
| 2013 | 5.98% | 1.33% | -0.05% | -8.13% | 12.92% | -9.34% | 11.74% | 2.17% | 7.85% | -4.4% | 4.7% | 6.5% | 32.5% |
| 2012 | 18.15% | 16.31% | -0.44% | -3.51% | -15.97% | -0.04% | -1.04% | 1.75% | -5.05% | 1.49% | 5.43% | 10.38% | 25.22% |
| 2011 | -3.75% | -4.27% | 8.41% | 9.63% | -12.21% | -1.66% | 1.34% | -11.02% | -12.12% | 21.76% | -2.72% | -8.63% | -18.92% |
| 2010 | -1.53% | 26.12% | 9.11% | 16.59% | -5.65% | -4.19% | 22.23% | -6.23% | 21.73% | -2.74% | 10.55% | 13.27% | 142.69% |
| 2009 | -10.29% | -12.57% | 22.36% | 33.6% | -4.1% | 8.57% | 22.15% | 5.78% | -1.13% | -3.91% | 4.65% | 2.14% | 75.17% |
| 2008 | -24.08% | 4.45% | -7.07% | 33.81% | 12.6% | -6.96% | 1.25% | -1.52% | -32.9% | -40.19% | -1.36% | 4.5% | -57.39% |
| 2007 | 14.01% | 0.29% | 7.52% | 27.36% | 2.45% | 7.41% | 17.28% | -0.01% | 8% | -6.2% | -2.34% | 8.96% | 117.8% |