T-Mobile US Inc
Provider: Exchange
| Annualised Return | 23.19% |
| Realised Volatility | 23.73% |
| Downside Volatility | 10.46% |
| Max Drawdown | -25.31% |
| Winning months | 62.59% |
| Sharpe Ratio | 0.98 |
| Sortino Ratio | 2.22 |
| Calmar Ratio | 0.92 |
| Viking Ratio | 0.48 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.56% | 1.69% | -0.05% | 0.58% | 6.98% | 0.7% | 3.46% | 9.37% | 3.84% | 8.14% | 4.5% | 47.07% | |
| 2023 | 6.65% | -4.78% | 1.87% | -0.65% | -4.62% | 1.2% | -0.81% | -1.1% | 2.79% | 2.72% | 5.04% | 6.57% | 15.02% |
| 2022 | -6.73% | 13.9% | 4.17% | -4.06% | 8.24% | 0.94% | 6.33% | 0.63% | -6.8% | 12.96% | -0.07% | -7.57% | 20.71% |
| 2021 | -6.5% | -4.85% | 4.43% | 5.46% | 7.05% | 2.39% | -0.56% | -4.86% | -6.76% | -9.96% | -5.41% | 6.59% | -13.99% |
| 2020 | 0.98% | 13.85% | -6.94% | 4.65% | 13.94% | 5.47% | 3.1% | 8.66% | -1.99% | -4.19% | 21.33% | 1.44% | 74.21% |
| 2019 | 9.45% | 3.72% | -4.31% | 5.63% | 0.62% | 0.95% | 7.54% | -2.11% | 0.92% | 4.94% | -4.97% | -0.17% | 23.28% |
| 2018 | 2.5% | -6.9% | 0.71% | -0.87% | -7.95% | 7.27% | 0.42% | 10.07% | 6.27% | -2.32% | -0.15% | -7.07% | 0.16% |
| 2017 | 8.28% | 0.42% | 3.29% | 4.15% | 0.22% | -10.09% | 1.72% | 4.95% | -4.71% | -3.07% | 2.18% | 4% | 10.43% |
| 2016 | 2.63% | -7.6% | 3.23% | 2.56% | 8.86% | 1.19% | 7.1% | 0% | 0.82% | 6.44% | 9.01% | 6.09% | 47.01% |
| 2015 | 12.03% | 9.44% | -4.06% | 7.42% | 14.22% | -0.28% | 4.87% | -2.58% | -1.54% | -2.85% | -6.31% | 10.2% | 45.21% |
| 2014 | -9.13% | -0.23% | 8.3% | -11.32% | 17.21% | -2.07% | -2.02% | -8.68% | -4.02% | 1.11% | 0% | -7.71% | -19.92% |
| 2013 | 22.46% | 15.77% | -2.82% | -3.15% | 11.22% | 6.78% | -6.2% | 29.33% | 92.23% |