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GoDaddy Inc

Provider: Exchange
Annualised Return 20.96%
Realised Volatility 27.6%
Downside Volatility 13.76%
Max Drawdown -31.51%
Winning months 62.61%
Sharpe Ratio 0.76
Sortino Ratio 1.52
Calmar Ratio 0.67
Viking Ratio 0.29
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.47% 7.02% 3.97% 3.12% 14.1% 0.06% 4.11% 15.1% -6.35% -0.97% 46.25%
2023 9.77% -7.82% 2.65% -2.62% -3.04% 2.38% 2.61% -5.94% 2.72% -1.68% 36.64% 6.1% 41.89%
2022 -10.78% 10.17% 0.35% -3.45% -7.13% -7.32% 6.64% 2.21% -6.52% 13.43% -1.58% -5.45% -11.83%
2021 -5.27% 3.23% -4.31% 11.85% -6.75% 7.41% -3.58% -12.57% -4.92% -0.76% 1.45% 20.93% 2.3%
2020 -1.05% 4.12% -18.39% 21.57% 11.26% -5.07% -4.16% 19.07% -9.21% -6.88% 12.44% 4.29% 22.13%
2019 4.59% 8.77% 0.72% 8.39% -8.71% -5.71% 4.6% -13.68% 4.17% -1.44% 2.08% 2.32% 3.51%
2018 9.84% 8.29% 2.69% 5.11% 10.89% -1.38% 4.28% 10.65% 2.37% -12.26% -10.81% 0.55% 30.51%
2017 2.23% 3.13% 2.85% 2.69% 5.7% 3.11% 1.32% 4.28% -2.92% 7.33% 4.18% 3.35% 43.86%
2016 -4.9% 2.82% 3.13% -6.06% 7.11% -4.12% -4.07% 8.22% 6.64% 3.65% -1.26% -1.1% 9.01%
2015 -5.4% 7.42% 4.68% 0.89% -11.81% 0.52% 9% 13.06% 3.19% 20.98%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).