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Biogen Inc

Provider: Exchange
Annualised Return 13.32%
Realised Volatility 50.68%
Downside Volatility 30.5%
Max Drawdown -88.67%
Winning months 53.79%
Sharpe Ratio 0.26
Sortino Ratio 0.44
Calmar Ratio 0.15
Viking Ratio 0
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2026 2.22% 6.63% -4.43% 3.25% 3.55% 10.23% -6.07% 6.75% 4.26% 12.28% 44.11%
2025 -5.88% -2.38% -2.6% -11.52% 7.19% -3.24% 1.92% 3.3% 5.94% 10.13% 18.03% -3.35% 15.09%
2024 -4.68% -12.03% -0.63% -0.38% 4.71% 3.06% -8.03% -3.96% -5.33% -10.24% -7.68% -4.8% -40.91%
2023 5.05% -7.23% 3.03% 9.42% -2.57% -3.9% -5.15% -1.05% -3.87% -7.58% -1.46% 10.55% -6.55%
2022 -5.8% -6.63% -0.19% -1.5% -3.59% 1.97% 5.45% -9.15% 36.66% 6.16% 7.67% -9.26% 15.42%
2021 15.42% -3.44% 2.52% -4.44% 0.06% 29.46% -5.64% 3.73% -16.5% -5.76% -11.6% 1.77% -2.02%
2020 -9.4% 14.71% 2.59% -6.18% 3.46% -12.88% 2.67% 4.71% -1.38% -11.14% -4.72% 1.95% -17.48%
2019 10.92% -1.73% -27.94% -3.02% -4.34% 6.65% 1.69% -7.6% 5.95% 28.3% 0.37% -1.03% -1.39%
2018 9.18% -16.91% -5.25% -0.08% 7.44% -1.27% 15.2% 5.72% -0.05% -13.88% 9.68% -9.83% -5.54%
2017 -2.24% 4.1% -5.26% -0.81% -8.64% 9.52% 6.72% 9.31% -1.09% -0.47% 3.37% -1.12% 12.34%
2016 -10.87% -5% 0.35% 5.64% 5.36% -16.54% 19.89% 5.42% 2.42% -10.49% 4.96% -3.57% -7.43%
2015 14.64% 5.25% 3.09% -11.44% 6.17% 1.75% -21.08% -6.74% -1.85% -0.45% -1.26% 6.79% -9.75%
2014 11.83% 8.97% -10.22% -6.13% 11.23% -1.27% 6.05% 2.59% -3.57% -2.94% -4.17% 10.32% 21.42%
2013 6.63% 6.57% 15.8% 13.66% 8.48% -9.39% 1.36% -2.34% 13.02% 1.42% 19.16% -3.92% 91%
2012 7.18% -1.25% 8.18% 6.36% -2.43% 10.42% 1% 0.52% 1.79% -7.37% 7.87% -1.82% 33%
2011 -2.36% 4.48% 7.41% 32.91% -2.99% 12.87% -4.72% -7.53% -1.11% 24.92% -1.21% -4.26% 64.13%
2010 0.45% 2.36% 4.33% -7.14% -11% 0.04% 17.77% -3.72% 4.31% 11.74% 2.01% 4.81% 25.33%
2009 2.14% -5.36% 13.86% -7.78% 7.14% -12.82% 5.32% 5.57% 0.64% -16.61% 11.42% 13.98% 12.32%
2008 7.08% -4.25% 5.71% -1.62% 3.39% -10.93% 24.82% -26.99% -1.26% -15.39% -0.56% 12.57% -16.32%
2007 -1.73% -6.52% -1.79% 6.38% 10.61% 2.45% 5.68% 12.88% 3.93% 12.23% -0.43% -23.21% 15.71%
2006 -1.17% 5.59% -0.32% -4.78% 3.97% -0.66% -9.22% 5.11% 1.09% 6.54% 9.79% -5.87% 8.64%
2005 -2.48% -40.5% -10.71% 5.01% 7.89% -11.89% 14.05% 7.25% -6.31% 2.91% 5.37% 5.77% -32.02%
2004 17.11% 29.01% 0.27% 6.12% 5.34% 1.77% -5.14% -1.12% 3.1% -4.92% 0.89% 13.51% 81.5%
2003 -3.29% -10.38% 19.03% -4.3% 16.7% -11.15% -0.59% 2.84% -4.12% 5.56% 8.65% -3.88% 10.64%
2002 -13.74% 5.65% 2.36% -14.54% -21.95% -17.35% 25.78% -9.89% 3.33% 10.84% -28.7% 1.1% -51.88%
2001 -6.92% -4.14% -29.05% 23% 25.2% 9.89% -20.25% 9.8% -16.37% 21% 17.21% -1.95% 9.09%
2000 28.44% 11.64% 0% -54.57% -0.29% 83.84% 4.69% 13.69% 25.59% 11.84% -11.25% 8.9% 92.94%
1999 7.45% -14.23% 18.61% -1.22% -0.61% 52.79% 28.63% 28.18% -26% 23.56% 9.09% 55.03% 318.09%
1998 21.45% 8.68% -2.48% -18.64% -12.5% -25.2% 0.53% -24.01% 31.94% 25.79% 12.55% 39.78% 36.73%
1997 -2.1% 6.99% -4.27% -25.46% 26.76% 7.78% 12.37% 11.47% 37.86% -8.96% -8.36% -1.61% 44.74%
1996 10.26% -5.81% 9.88% 29.78% -10.82% -10.19% -32.97% 50.81% 2.67% -9.89% 12.14% -2.06% 21.79%
1995 20.58% 46.34% 0% 6.67% 12.49% 25% 20% 1.85% 14.55% 50.8% 15.79% 41.82% 817.56%
1994 13.04% -19.23% -26.19% -6.44% 3.44% -34.99% 12.8% 0% -13.64% 21.07% -13.04% -15% -63.04%
1993 -20% 0% -17.86% -17.38% 18.42% -2.22% -31.82% 40% -4.77% 12.5% 6.67% -4.17% -34.29%
1992 19.23% -9.68% -21.43% -27.27% 0% -17.18% 28.3% -16.18% -8.77% 46.16% 10.53% -16.67% -32.69%
1991 0% -1.33% -35.13% 8.34% -30.67%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).