Paycom Software Inc
Provider: Exchange
| Annualised Return | 28.48% |
| Realised Volatility | 46.19% |
| Downside Volatility | 25.29% |
| Max Drawdown | -73.65% |
| Winning months | 60.74% |
| Sharpe Ratio | 0.62 |
| Sortino Ratio | 1.13 |
| Calmar Ratio | 0.39 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.26% | 5.74% | -0.28% | 3.62% | 14.61% | -1.92% | 24.38% | ||||||
| 2024 | -7.97% | -4.13% | 9.34% | -5.54% | -22.53% | -1.57% | 16.6% | -2.18% | 2.33% | 25.49% | 11.13% | -11.62% | -0.04% |
| 2023 | 4.39% | -10.77% | 5.17% | -4.49% | -3.4% | 14.68% | 14.79% | -19.94% | -12.06% | -5.52% | -25.69% | 13.79% | -33.06% |
| 2022 | -19.24% | 1.17% | 2.11% | -18.74% | 1.02% | -1.48% | 17.98% | 6.27% | -6.04% | 4.85% | -1.99% | -8.49% | -25.26% |
| 2021 | -16.03% | -1.45% | -1.12% | 3.88% | -14.26% | 10.28% | 10.05% | 22.23% | 1.4% | 10.51% | -20.15% | -5.1% | -8.19% |
| 2020 | 20.17% | -11.16% | -28.53% | 29.21% | 13.87% | 4.21% | -8.19% | 5.31% | 3.95% | 16.96% | 14.55% | 8.43% | 70.82% |
| 2019 | 21.06% | 22.59% | 4.07% | 7.09% | 4.73% | 6.89% | 6.19% | 3.89% | -16.24% | 0.97% | 30.86% | -4.35% | 116.22% |
| 2018 | 14.08% | 7.94% | 8.56% | 6.35% | -7.65% | -6.3% | 7.51% | 46% | 0.19% | -19.44% | 6.05% | -7.77% | 52.43% |
| 2017 | 1.65% | 16.41% | 6.84% | 4.76% | 8.61% | 4.54% | 2.46% | 6.45% | 0.47% | 9.66% | -0.24% | -2.04% | 76.59% |
| 2016 | -19.88% | 5.74% | 11.67% | 7.33% | 5.84% | 6.85% | 9.26% | 8.75% | -2.36% | 3.19% | -13.26% | 1.38% | 20.89% |
| 2015 | -0.61% | 21.82% | 0.56% | -1.4% | 9.96% | -1.75% | -6.3% | 20.44% | -6.82% | 5.85% | 14.71% | -13.69% | 42.92% |
| 2014 | -1.37% | -13.37% | 9.29% | -12.41% | 40.22% | -7.59% | 7.19% | 61.97% | -8.42% | 68.53% |