RTX Corp
Provider: Exchange
| Annualised Return | 14.08% |
| Realised Volatility | 23.98% |
| Downside Volatility | 17.17% |
| Max Drawdown | -47.41% |
| Winning months | 59.05% |
| Sharpe Ratio | 0.59 |
| Sortino Ratio | 0.82 |
| Calmar Ratio | 0.3 |
| Viking Ratio | 0.39 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.56% | 1.18% | -4.8% | -8.72% | 2.46% | 5.6% | 13.43% | -3.16% | -10.63% | 7.62% | 10.12% | ||
| 2025 | 11.43% | 3.65% | -0.4% | -4.78% | 8.76% | 6.99% | 7.91% | 1.1% | 5.5% | 6.68% | -1.62% | 4.85% | 61.44% |
| 2024 | 8.3% | -0.94% | 8.77% | 4.09% | 6.83% | -6.88% | 17.03% | 5.54% | -1.77% | -0.14% | 1.23% | -5.02% | 40.76% |
| 2023 | -1.06% | -1.22% | -0.16% | 2.01% | -7.2% | 6.32% | -10.24% | -1.47% | -16.35% | 13.09% | 0.85% | 3.26% | -14.44% |
| 2022 | 4.8% | 14.5% | -3.53% | -4.2% | 0.82% | 1.04% | -3.02% | -3.15% | -8.79% | 15.83% | 4.72% | 2.23% | 20.01% |
| 2021 | -6.68% | 8.55% | 7.33% | 7.73% | 7.21% | -3.83% | 1.92% | -1.93% | 1.42% | 3.37% | -8.4% | 6.35% | 23.27% |
| 2020 | 0.29% | -12.61% | -27.77% | 16.49% | 0.43% | -4.49% | -8.02% | 8.42% | -5.67% | -5.6% | 32.99% | -0.29% | -16.7% |
| 2019 | 10.88% | 7.11% | 2.56% | 10.64% | -10.92% | 3.09% | 2.61% | -1.9% | 4.82% | 5.17% | 3.86% | 0.96% | 44.04% |
| 2018 | 8.18% | -1.79% | -6.62% | -4.51% | 4.51% | 0.17% | 8.57% | -2.42% | 6.16% | -11.16% | -1.31% | -12.61% | -14.53% |
| 2017 | 0.05% | 3.28% | -0.3% | 6.04% | 2.52% | 0.68% | -2.9% | 1.62% | -3.04% | 3.17% | 2.06% | 5.04% | 19.32% |
| 2016 | -8.72% | 11.06% | 3.6% | 4.27% | -2.95% | 1.96% | 4.97% | -0.49% | -4.54% | 0.59% | 6.09% | 1.76% | 17.35% |
| 2015 | -0.19% | 6.82% | -3.86% | -2.94% | 3.61% | -5.33% | -9.57% | -8.04% | -2.86% | 10.59% | -1.72% | 0.02% | -14.31% |
| 2014 | 0.19% | 3.21% | -0.15% | 1.28% | -1.26% | -0.66% | -8.92% | 3.31% | -2.2% | 1.33% | 3.48% | 4.47% | 3.38% |
| 2013 | 6.78% | 4.06% | 3.18% | -2.29% | 4.58% | -2.07% | 13.59% | -4.67% | 7.71% | -1.46% | 4.95% | 2.65% | 42.07% |
| 2012 | 7.2% | 7.7% | -1.11% | -1.57% | -8.61% | 1.92% | -1.44% | 8.06% | -1.95% | -0.17% | 3.26% | 2.37% | 15.35% |
| 2011 | 3.28% | 3.31% | 1.33% | 5.82% | -1.45% | 0.84% | -6.41% | -9.73% | -5.24% | 10.83% | -1.13% | -4.58% | -4.82% |
| 2010 | -2.78% | 2.43% | 7.22% | 1.82% | -9.54% | -3.67% | 9.54% | -7.69% | 9.23% | 4.97% | 1.29% | 4.58% | 16.36% |
| 2009 | -10.47% | -14.15% | 5.27% | 13.63% | 8.56% | -1.24% | 4.83% | 9.77% | 2.64% | 0.85% | 10.07% | 3.23% | 33.44% |
| 2008 | -4.27% | -3.31% | -2.4% | 5.3% | -1.52% | -13.15% | 3.7% | 3.05% | -8.43% | -8.49% | -10.99% | 10.45% | -28.39% |
| 2007 | 8.8% | -3.09% | -0.98% | 3.28% | 5.53% | 0.54% | 2.88% | 2.76% | 7.84% | -4.83% | -1.93% | 2.37% | 24.6% |
| 2006 | 4.4% | 0.63% | -0.91% | 8.35% | -0.03% | 1.44% | -1.94% | 1.31% | 1.02% | 3.74% | -1.39% | -3.11% | 13.78% |
| 2005 | -2.58% | -0.34% | 1.78% | 0.06% | 5.37% | -3.75% | -1.27% | -0.93% | 3.68% | -1.08% | 5.46% | 3.84% | 10.17% |
| 2004 | 0.81% | -3.21% | -6.31% | -0.05% | -1.47% | 8.12% | 2.21% | 0.85% | -0.56% | -0.6% | 5.53% | 5.91% | 10.85% |
| 2003 | 2.65% | -7.48% | -1.37% | 6.97% | 10.89% | 3.78% | 6.21% | 7.06% | -3.7% | 9.59% | 1.64% | 10.58% | 55.55% |
| 2002 | 6.34% | 6.55% | 1.71% | -5.43% | -1.49% | -1.41% | 2.36% | -14.19% | -4.88% | 9.17% | 1.72% | -0.85% | -2.62% |
| 2001 | -4.64% | 4.23% | -5.92% | 6.52% | 7.02% | -12.06% | 0.19% | -6.5% | -32.02% | 15.89% | 12.18% | 7.36% | -16.67% |
| 2000 | -18.56% | -3.38% | 24.05% | -1.58% | -2.5% | -2.59% | -0.85% | 7.32% | 10.91% | 0.81% | 1.8% | 11.03% | 22.7% |
| 1999 | 9.83% | 4.04% | 9.33% | 6.97% | -14.1% | 16.01% | -7.38% | -0.57% | -10.3% | 2% | -6.26% | 15.04% | 21.02% |
| 1998 | 11.59% | 10.34% | 3.36% | 6.64% | -4.12% | -1.6% | 3.65% | -23.99% | 5.34% | 24.61% | 12.97% | 1.46% | 51.77% |
| 1997 | 5.28% | 8.35% | 0.67% | -0.16% | 6.74% | 3.27% | 1.88% | -7.31% | 3.76% | -13.58% | 7.54% | -2.84% | 11.81% |
| 1996 | 8.17% | 5.23% | 4.54% | -1.56% | -0.49% | 5.14% | -2.17% | 0.73% | 6.76% | 6.96% | 9.41% | -5.53% | 42.56% |
| 1995 | 2.19% | 4.14% | 4.14% | 5.79% | 4.5% | 2.97% | 7.52% | -0.11% | 6% | 0.42% | 6.34% | 1.2% | 55.21% |
| 1994 | 8.67% | 1.63% | -8.64% | 2.61% | 4.91% | -3.2% | -6.23% | 6.52% | -1.57% | 0.6% | -6.3% | 7.48% | 4.73% |
| 1993 | -2.6% | -3.5% | 5.59% | 4.23% | 8.37% | 2.13% | 0.46% | 5.69% | -2.42% | 11.71% | 0.55% | 0.2% | 33.52% |
| 1992 | -6.45% | -0.69% | 3.23% | 3.84% | -1.88% | -0.48% | 9.09% | -2.69% | -10.91% | -6.64% | -0.84% | 7.24% | -8.67% |
| 1991 | -0.78% | 5.79% | -2.51% | -5.16% | 3.03% | -5.07% | 4.78% | 3.77% | -6.01% | 8.06% | -1.1% | 13.91% | 18.09% |
| 1990 | -9.01% | 3.47% | 11.97% | -3.93% | 7.5% | -2.34% | 3.49% | -16.71% | -12.54% | 5.56% | -0.04% | 7.29% | -9.25% |