American Express Co
Provider: Exchange
| Annualised Return | 11.26% |
| Realised Volatility | 34.21% |
| Downside Volatility | 20.93% |
| Max Drawdown | -80.87% |
| Winning months | 56.94% |
| Sharpe Ratio | 0.33 |
| Sortino Ratio | 0.54 |
| Calmar Ratio | 0.14 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.5% | 9.31% | 3.77% | 3.1% | 2.55% | -3.52% | 9.61% | 2.22% | 4.85% | -0.15% | 12.81% | -1.19% | 62.62% |
| 2023 | 18.81% | -0.54% | -5.2% | -1.83% | -1.72% | 9.86% | -2.72% | -6.45% | -5.57% | -1.72% | 16.94% | 9.7% | 28.67% |
| 2022 | 10.19% | 8.19% | -3.88% | -6.31% | -3.37% | -17.58% | 11.11% | -1.31% | -11.24% | 10.46% | 6.16% | -6.24% | -8.52% |
| 2021 | -3.51% | 16.34% | 4.88% | 8.42% | 4.42% | 3.18% | 3.48% | -2.68% | 0.95% | 3.99% | -12.36% | 7.42% | 36.88% |
| 2020 | 4.68% | -15.35% | -22.12% | 7.18% | 4.19% | 0.14% | -1.53% | 8.86% | -1.32% | -8.61% | 29.98% | 1.96% | -1.14% |
| 2019 | 8.18% | 4.91% | 1.45% | 7.63% | -2.15% | 7.61% | 1.07% | -3.22% | -1.74% | -0.47% | 2.42% | 3.64% | 32.52% |
| 2018 | 0.44% | -1.9% | -4.34% | 6.26% | -0.46% | -0.31% | 1.92% | 6.49% | 0.48% | -3.18% | 9.29% | -15.1% | -2.62% |
| 2017 | 3.54% | 4.82% | -1.19% | 0.59% | -2.91% | 9.49% | 1.56% | 1.02% | 5.06% | 6% | 2.29% | 1.64% | 36.22% |
| 2016 | -22.74% | 3.89% | 10.47% | 7.08% | 0.5% | -7.14% | 6.09% | 1.74% | -2.35% | 4.24% | 8.46% | 2.83% | 8.58% |
| 2015 | -13.02% | 1.12% | -3.93% | -0.86% | 2.93% | -2.14% | -2.14% | 0.87% | -4.2% | 0.05% | -2.21% | -2.92% | -24.21% |
| 2014 | -6.05% | 7.36% | -1.37% | -2.64% | 4.66% | 3.68% | -6.99% | 1.76% | -2.24% | 3.06% | 2.75% | 0.67% | 3.66% |
| 2013 | 2.67% | 5.68% | 8.54% | 1.71% | 10.67% | -1.25% | -1.02% | -2.52% | 5.02% | 8.64% | 4.89% | 5.75% | 59.84% |
| 2012 | 6.69% | 5.48% | 9.4% | 4.42% | -7.27% | 4.26% | -0.52% | 1.02% | -2.47% | -1.22% | -0.13% | 2.83% | 23.58% |
| 2011 | 1.49% | 0.44% | 3.74% | 9.02% | 5.13% | 0.56% | -3.21% | -0.66% | -9.68% | 13.21% | -5.1% | -1.81% | 11.66% |
| 2010 | -6.65% | 1.41% | 8.51% | 11.78% | -13.55% | 0.02% | 12.44% | -10.69% | 5.42% | -0.89% | 4.25% | -0.69% | 7.84% |
| 2009 | -9.03% | -27.91% | 13.02% | 87.51% | -1.47% | -5.77% | 21.9% | 19.38% | 0.77% | 2.77% | 20.06% | -3.13% | 126.15% |
| 2008 | -5.23% | -13.9% | 3.36% | 10.26% | -3.48% | -18.73% | -1.03% | 6.9% | -10.71% | -21.99% | -15.24% | -20.42% | -63.74% |
| 2007 | -2.82% | -2.32% | -0.83% | 7.86% | 7.1% | -5.85% | -4.08% | 0.14% | 1.28% | 2.92% | -3.23% | -11.8% | -12.5% |