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Eli Lilly & Co

Provider: Exchange
Annualised Return 19.06%
Realised Volatility 23.13%
Downside Volatility 14.11%
Max Drawdown -46.96%
Winning months 59.72%
Sharpe Ratio 0.82
Sortino Ratio 1.35
Calmar Ratio 0.41
Viking Ratio 0.66
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 10.75% 16.94% 3.22% 0.4% 5.2% 10.37% -11.17% 19.53% -7.72% -6.34% -3.99% -3.47% 32.57%
2023 -5.93% -9.28% 10.35% 15.27% 8.77% 9.2% -3.08% 22.18% -3.08% 3.13% 6.9% -1.37% 60.91%
2022 -11.16% 2.28% 14.57% 2.01% 7.66% 3.44% 1.68% -8.33% 7.34% 11.98% 2.77% -1.41% 34.26%
2021 23.18% -1.07% -8.82% -2.17% 9.77% 14.91% 6.09% 6.42% -10.55% 10.26% -2.32% 11.36% 66.08%
2020 6.25% -9.21% 9.98% 11.48% -0.63% 7.34% -8.46% -0.78% -0.25% -11.86% 12.22% 15.92% 31.04%
2019 3.58% 5.94% 2.75% -9.8% -0.38% -4.44% -1.66% 4.27% -1.01% 1.9% 3.58% 12% 16.14%
2018 -3.56% -4.74% 0.45% 4.78% 5.62% 0.34% 15.8% 7.51% 1.57% 1.05% 9.96% -2.46% 40.45%
2017 4.73% 8.23% 1.57% -2.44% -2.41% 3.43% 0.44% -1.03% 5.23% -4.21% 3.95% -0.21% 17.83%
2016 -6.12% -8.34% 0.01% 4.89% 0% 4.96% 5.26% -5.6% 3.23% -8% -8.51% 9.58% -10.37%
2015 4.36% -1.85% 3.53% -1.07% 10.54% 5.82% 1.22% -1.97% 1.63% -2.53% 1.21% 2.71% 25.39%
2014 5.9% 11.37% -1.26% 0.41% 2.13% 3.86% -1.79% 4.93% 2.03% 2.28% 3.45% 1.28% 39.75%
2013 8.86% 2.74% 3.9% -2.48% -3.17% -7.6% 8.12% -2.33% -2.08% -1.01% 1.8% 1.55% 7.29%
2012 -4.38% -0.01% 2.61% 2.79% 0.11% 4.79% 2.61% 3.16% 5.57% 2.57% 1.88% 0.57% 24.24%
2011 -0.77% 0.78% 1.76% 5.23% 5.3% -2.47% 2.05% -0.65% -1.44% 0.51% 3.19% 9.8% 25.18%
2010 -1.43% -1.07% 5.47% -3.45% -4.91% 2.16% 6.27% -4.41% 8.75% -3.64% -3.05% 4.1% 3.66%
2009 -8.57% -20.21% 13.72% -1.47% 5.01% 0.2% 0.72% -4.1% -1.29% 2.97% 8% -2.78% -11.32%
2008 -3.75% -1.76% 3.14% -6.69% 0.97% -4.11% 2.06% -0.02% -5.62% -23.19% 2.39% 17.92% -21.3%
2007 3.37% -2.06% 2.13% 10.09% -0.14% -4.67% -3.2% 6.82% -0.73% -4.88% -1.42% 0.83% 5.15%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).