3M Co
Provider: Exchange
| Annualised Return | 8.01% |
| Realised Volatility | 22.16% |
| Downside Volatility | 14.1% |
| Max Drawdown | -55.13% |
| Winning months | 60.27% |
| Sharpe Ratio | 0.36 |
| Sortino Ratio | 0.57 |
| Calmar Ratio | 0.15 |
| Viking Ratio | 0.14 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 17.9% | 2.42% | -5.69% | 13.89% | |||||||||
| 2024 | -13.69% | -0.74% | 15.14% | 8.7% | 4.48% | 2.05% | 24.82% | 6.17% | 1.49% | -6.02% | 4.49% | -3.33% | 45.97% |
| 2023 | -4.04% | -5.14% | -2.44% | 1.06% | -10.82% | 7.27% | 11.4% | -2.9% | -12.23% | -2.85% | 10.64% | 10.35% | -3.33% |
| 2022 | -6.54% | -9.6% | 0.15% | -3.13% | 4.56% | -13.32% | 10.69% | -12.3% | -11.14% | 13.84% | 1.32% | -4.8% | -29.63% |
| 2021 | 0.5% | 0.48% | 10.07% | 2.31% | 3.75% | -2.17% | -0.35% | -0.87% | -9.92% | 1.86% | -4.06% | 4.46% | 4.85% |
| 2020 | -10.07% | -5.09% | -8.53% | 11.29% | 4% | -0.29% | -3.54% | 9.33% | -1.74% | -0.14% | 8.92% | 1.19% | 2.77% |
| 2019 | 5.12% | 4.26% | 0.19% | -8.79% | -14.98% | 8.51% | 0.8% | -6.59% | 1.66% | 0.36% | 3.79% | 3.92% | -4.29% |
| 2018 | 6.43% | -5.43% | -6.79% | -11.45% | 2.15% | -0.26% | 7.93% | 0.01% | -0.1% | -9.71% | 10.03% | -8.36% | -16.9% |
| 2017 | -2.1% | 7.29% | 2.67% | 2.35% | 5.04% | 1.82% | -3.37% | 2.15% | 2.73% | 9.67% | 6.16% | -3.2% | 34.9% |
| 2016 | 0.24% | 4.64% | 6.22% | 0.45% | 1.23% | 4.04% | 1.85% | 1.12% | -1.68% | -6.2% | 4.56% | 3.98% | 21.72% |
| 2015 | -1.23% | 4.56% | -2.19% | -5.19% | 2.36% | -3% | -1.92% | -5.43% | -0.33% | 10.97% | 0.25% | -3.79% | -5.91% |
| 2014 | -8.6% | 5.79% | 0.69% | 2.53% | 3.12% | 0.48% | -1.64% | 2.82% | -1.61% | 8.53% | 4.67% | 2.64% | 20% |
| 2013 | 8.29% | 4.07% | 2.22% | -1.5% | 5.91% | -0.83% | 7.39% | -2.74% | 5.13% | 5.39% | 6.61% | 5.05% | 54.45% |
| 2012 | 6.09% | 1.71% | 1.84% | 0.17% | -4.89% | 6.15% | 1.82% | 2.15% | -0.19% | -5.22% | 4.51% | 2.09% | 16.67% |
| 2011 | 1.88% | 5.53% | 1.38% | 3.97% | -2.34% | 0.5% | -8.13% | -4.13% | -13.49% | 10.07% | 3.28% | 0.85% | -2.84% |
| 2010 | -2.64% | 0.23% | 4.27% | 6.1% | -9.99% | -0.4% | 8.29% | -7.59% | 10.39% | -2.87% | 0.34% | 2.76% | 7.07% |
| 2009 | -6.52% | -14.57% | 9.37% | 15.85% | 0% | 5.25% | 17.34% | 2.99% | 2.36% | -0.31% | 5.95% | 6.75% | 48.53% |
| 2008 | -5.54% | -0.95% | 0.96% | -2.84% | 1.51% | -10.28% | 1.15% | 2.44% | -4.59% | -5.87% | 4.93% | -14.03% | -29.83% |
| 2007 | -4.66% | 0.33% | 3.17% | 8.3% | 6.87% | -1.33% | 2.45% | 2.89% | 2.85% | -7.72% | -3.02% | 1.27% | 10.73% |