L3Harris Technologies Inc
Provider: Exchange
| Annualised Return | 11.8% |
| Realised Volatility | 26.32% |
| Downside Volatility | 17.51% |
| Max Drawdown | -55.29% |
| Winning months | 57.67% |
| Sharpe Ratio | 0.45 |
| Sortino Ratio | 0.67 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.12 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.04% | 1.55% | 1.22% | 0.45% | 5.04% | 0.4% | 1.03% | 4.31% | 1.01% | 4.04% | -1.11% | 18.01% | |
| 2023 | 3.17% | -1.69% | -6.57% | -0.56% | -9.85% | 12.01% | -3.21% | -6.02% | -1.6% | 3.04% | 7% | 10.38% | 3.67% |
| 2022 | -1.85% | 20.56% | -1.09% | -6.52% | 3.72% | 0.8% | -0.72% | -4.91% | -8.47% | 18.59% | -7.4% | -8.31% | -0.48% |
| 2021 | -9.26% | 6.06% | 12.02% | 3.23% | 4.71% | -0.88% | 4.9% | 2.77% | -5.06% | 4.68% | -8.89% | 1.99% | 14.98% |
| 2020 | 11.86% | -10.66% | -8.49% | 7.54% | 2.97% | -14.57% | -0.79% | 7.37% | -5.59% | -5.14% | 19.69% | -1.55% | -2.76% |
| 2019 | 13.76% | 7.67% | -2.75% | 5.5% | 11.51% | 1.04% | 9.77% | 1.84% | -0.96% | -1.12% | -2.17% | -1.6% | 49.21% |
| 2018 | 12.52% | -2.03% | 3.67% | -3.01% | -3.44% | -3.94% | 14.12% | -1.48% | 4.56% | -12.12% | -3.42% | -5.81% | -3.38% |
| 2017 | 0.23% | 7% | 1.74% | 0.56% | 0.72% | -2.75% | 4.94% | 7.36% | 7.64% | 5.8% | 4.15% | -1.97% | 40.8% |
| 2016 | 0.08% | -10.29% | 0.43% | 2.76% | -0.93% | 5.93% | 3.81% | 7.34% | -0.91% | -2.62% | 16.68% | -1.05% | 20.7% |
| 2015 | -6.53% | 15.72% | 2.02% | 1.88% | -0.68% | -2.92% | 7.84% | -7.38% | -4.16% | 8.18% | 5.71% | 4.54% | 24.04% |
| 2014 | -0.67% | 6.46% | -0.33% | 0.49% | 5.65% | -1.94% | -9.87% | 4.57% | -6.36% | 4.82% | 3.67% | 0.21% | 5.43% |
| 2013 | -5.64% | 4.05% | -2.84% | -0.3% | 9.3% | -1.76% | 15.88% | -0.77% | 5.47% | 4.49% | 4.8% | 8.22% | 46.76% |
| 2012 | 13.76% | 6.41% | 4.11% | 1.02% | -11.93% | 5.2% | -0.48% | 12.92% | 9.78% | -10.62% | 3.77% | 3.88% | 40.23% |
| 2011 | 2.74% | 0.26% | 6.88% | 7.12% | -6.46% | -8.86% | -11.52% | 1.2% | -14.71% | 10.48% | -5% | 1.24% | -18.42% |
| 2010 | -9.74% | 5.36% | 5.52% | 8.4% | -8.44% | -11.21% | 6.91% | -5.52% | 5.89% | 2.03% | -1.56% | 2.4% | -2.73% |
| 2009 | 13.77% | -13.88% | -21.91% | 5.67% | 7.87% | -8.75% | 10.4% | 10.92% | 8.96% | 10.96% | 5.74% | 8.31% | 34.92% |
| 2008 | -12.89% | -10.32% | -0.61% | 11.33% | 22.04% | -23.24% | -4.63% | 8.74% | -11.43% | -22.19% | -2.36% | 9.09% | -38.36% |
| 2007 | 4.2% | -3.38% | 4.01% | 0.79% | -2.57% | 9.27% | 0.6% | 10.84% | -4.76% | 4.79% | 3.9% | -0.14% | 29.73% |