Elevance Health Inc
Provider: Exchange
| Annualised Return | 10.63% |
| Realised Volatility | 27.48% |
| Downside Volatility | 19.64% |
| Max Drawdown | -61.34% |
| Winning months | 58.53% |
| Sharpe Ratio | 0.39 |
| Sortino Ratio | 0.54 |
| Calmar Ratio | 0.17 |
| Viking Ratio | 0.16 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.48% | 7.48% | |||||||||||
| 2024 | 4.64% | 1.58% | 3.78% | 1.94% | 1.87% | 0.93% | -1.81% | 4.67% | -6.34% | -21.97% | 0.3% | -8.98% | -20.72% |
| 2023 | -2.53% | -6.06% | -1.79% | 1.92% | -4.44% | -0.47% | 6.15% | -6.28% | -1.16% | 3.37% | 6.53% | -1.35% | -6.89% |
| 2022 | -4.86% | 2.46% | 9.02% | 2.18% | 1.53% | -5.06% | -1.14% | 1.68% | -6.12% | 20.37% | -2.53% | -3.51% | 11.83% |
| 2021 | -7.51% | 2.09% | 18.79% | 5.69% | 4.96% | -3.85% | 0.58% | -2.31% | -0.32% | 16.72% | -6.64% | 14.43% | 46.12% |
| 2020 | -12.17% | -3.09% | -11.36% | 23.65% | 4.77% | -10.3% | 4.11% | 2.82% | -4.25% | 1.57% | 14.19% | 3.38% | 7.74% |
| 2019 | 15.37% | -0.75% | -4.32% | -8.35% | 5.68% | 1.82% | 4.39% | -11.23% | -7.9% | 12.07% | 7.28% | 4.93% | 16.33% |
| 2018 | 10.15% | -5.03% | -6.36% | 7.41% | -6.17% | 7.86% | 6.29% | 4.64% | 3.81% | 0.55% | 5.26% | -9.23% | 18.11% |
| 2017 | 7.21% | 6.93% | 0.73% | 7.56% | 2.51% | 3.53% | -1.02% | 5.28% | -2.79% | 10.18% | 12.31% | -3.95% | 58.72% |
| 2016 | -6.42% | 0.15% | 6.87% | 1.28% | -6.12% | -0.13% | 0% | -4.77% | 0.71% | -2.75% | 16.96% | 1.33% | 5.15% |
| 2015 | 7.39% | 8.51% | 5.89% | -2.25% | 11.21% | -1.83% | -6.01% | -8.57% | -0.31% | -0.6% | -6.3% | 7.44% | 12.87% |
| 2014 | -6.92% | 5.34% | 10.42% | 1.14% | 7.63% | -0.29% | 2.04% | 6.1% | 3.05% | 5.91% | 0.96% | -1.42% | 38.21% |
| 2013 | 6.4% | -4.07% | 7.16% | 10.1% | 5.55% | 6.86% | 4.55% | -0.49% | -1.38% | 1.42% | 9.53% | -0.12% | 54.63% |
| 2012 | -2.91% | 2.04% | 12.95% | -8.1% | -0.63% | -4.93% | -16.46% | 12.35% | -2.63% | 5.67% | -8.81% | 9.55% | -6.29% |
| 2011 | 9.25% | 7% | 5.38% | 10.03% | 1.8% | 1.1% | -14.24% | -6.29% | 3.55% | 5.55% | 2.39% | -5.75% | 18.24% |
| 2010 | 9.32% | -2.9% | 4.06% | -16.43% | -4.65% | -4.62% | 3.66% | -2.09% | 14.06% | -4.06% | 2.58% | 2.01% | -2.45% |
| 2009 | -1.61% | -18.17% | 11.94% | 12.62% | 8.91% | 9.28% | 3.44% | 0.4% | -10.39% | -1.27% | 15.55% | 7.88% | 38.36% |
| 2008 | -10.86% | -10.38% | -37.03% | 12.74% | 12.2% | -14.62% | 10.05% | 0.65% | -11.4% | -16.89% | -8.41% | 18.34% | -51.98% |
| 2007 | 0.65% | 1.29% | 2.15% | -2.63% | 3.09% | -1.94% | -5.9% | 7.28% | -2.07% | 0.39% | 6.29% | 4.18% | 12.66% |