Fifth Third Bancorp
Provider: Exchange
| Annualised Return | 3.9% |
| Realised Volatility | 43.47% |
| Downside Volatility | 34.47% |
| Max Drawdown | -94.58% |
| Winning months | 57.21% |
| Sharpe Ratio | 0.09 |
| Sortino Ratio | 0.11 |
| Calmar Ratio | 0.04 |
| Viking Ratio | 0.14 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.73% | 0.29% | 9.42% | -2.02% | 2.63% | -1.52% | 16.03% | 0.83% | 1.22% | 1.96% | 6.32% | 38.5% | |
| 2023 | 10.61% | 0.03% | -25.7% | -1.65% | -7.37% | 9.36% | 11.03% | -8.76% | -3.23% | -6.4% | 22.1% | 20.34% | 10.41% |
| 2022 | 2.48% | 7.19% | -9.44% | -12.8% | 5.06% | -14.05% | 1.55% | 0.09% | -5.45% | 11.67% | 1.88% | -8.84% | -21.94% |
| 2021 | 4.93% | 19.91% | 8.75% | 8.25% | 3.95% | -8.64% | -5.07% | 7.08% | 9.97% | 2.57% | -3.17% | 4.03% | 62.46% |
| 2020 | -7.45% | -14.24% | -38.17% | 25.86% | 3.75% | 0.88% | 3.01% | 4.03% | 3.19% | 10.31% | 9.13% | 9.89% | -5.43% |
| 2019 | 13.98% | 2.83% | -7.74% | 14.27% | -8.05% | 6.22% | 6.42% | -10.91% | 4.43% | 6.21% | 3.82% | 2.62% | 35.2% |
| 2018 | 9.1% | -0.15% | -3.44% | 4.47% | -7.81% | -5.56% | 3.1% | -0.54% | -4.53% | -3.33% | 3.48% | -14.96% | -20.32% |
| 2017 | -3.23% | 5.13% | -6.92% | -3.82% | -2.82% | 9.96% | 2.85% | -2.13% | 7.7% | 3.29% | 5.57% | -0.04% | 15.02% |
| 2016 | -21.39% | -3.42% | 10.21% | 9.71% | 3.06% | -6.03% | 7.9% | 6.22% | 2.13% | 6.35% | 19.58% | 4.18% | 37.85% |
| 2015 | -15.09% | 11.91% | -1.97% | 6.1% | 1.2% | 3.49% | 1.2% | -5.46% | -4.43% | 0.74% | 8.5% | -2.14% | 1.26% |
| 2014 | -0.05% | 3.21% | 6.33% | -10.2% | 0.39% | 3.82% | -4.08% | -0.37% | -1.25% | -0.15% | 0.65% | 1.91% | -0.76% |
| 2013 | 7.17% | -2.76% | 3.66% | 4.41% | 6.87% | -0.15% | 6.59% | -4.94% | -0.66% | 5.46% | 6.75% | 4.09% | 41.97% |
| 2012 | 2.24% | 4.65% | 3.79% | 1.28% | -6.15% | 1% | 3.13% | 9.48% | 3.14% | -6.32% | 0.79% | 4.52% | 22.53% |
| 2011 | 1.29% | -1.81% | -4.49% | -4.43% | -1.58% | -1.9% | -0.79% | -16.05% | -4.16% | 18.91% | 0.67% | 5.88% | -11.32% |
| 2010 | 27.59% | -1.85% | 11.14% | 9.99% | -12.84% | -5.39% | 3.42% | -13.14% | 9.06% | 4.41% | -4.86% | 22.93% | 51.02% |
| 2009 | -71.06% | -11.72% | 38.97% | 40.41% | 68.29% | 3.05% | 33.8% | 15.16% | -7.31% | -11.75% | 12.75% | -3.18% | 18.95% |
| 2008 | 7.84% | -15.5% | -6.81% | 2.44% | -12.74% | -44.76% | 37.23% | 12.96% | -23.9% | -8.82% | -11.89% | -13.49% | -65.62% |
| 2007 | -2.66% | 0.95% | -2.92% | 4.91% | 4.36% | -5.14% | -7.24% | -3.25% | -3.91% | -7.67% | -4.38% | -14.57% | -35.56% |