Eli Lilly & Co
Provider: Exchange
| Annualised Return | 18.82% |
| Realised Volatility | 23.34% |
| Downside Volatility | 14.47% |
| Max Drawdown | -46.96% |
| Winning months | 60% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 1.3 |
| Calmar Ratio | 0.4 |
| Viking Ratio | 0.64 |
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% | -11.91% | 26% | |
| 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% |