Willis Towers Watson PLC
Provider: Exchange
| Annualised Return | 8.83% |
| Realised Volatility | 21.2% |
| Downside Volatility | 13.14% |
| Max Drawdown | -50.17% |
| Winning months | 55.71% |
| Sharpe Ratio | 0.42 |
| Sortino Ratio | 0.67 |
| Calmar Ratio | 0.18 |
| Viking Ratio | 0.35 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.21% | 3.06% | -0.23% | 8.18% | |||||||||
| 2024 | 2.11% | 10.68% | 1.2% | -8.68% | 1.65% | 3.03% | 7.68% | 3.48% | 1.13% | 2.6% | 6.56% | -2.45% | 31.48% |
| 2023 | 3.93% | -7.8% | -0.48% | -0.34% | -5.51% | 8% | -10.26% | -2.16% | 1.47% | 12.89% | 4.41% | -1.73% | 0.08% |
| 2022 | -1.49% | -4.98% | 6.62% | -9.04% | -1.76% | -6.09% | 4.84% | -0.05% | -2.46% | 8.59% | 12.81% | -0.3% | 4.53% |
| 2021 | -3.67% | 8.72% | 4.05% | 13.1% | 1.24% | -11.99% | -10.41% | 7.1% | 5.69% | 4.22% | -6.79% | 5.51% | 14.16% |
| 2020 | 4.63% | -10.43% | -9.88% | 4.97% | 13.8% | -2.59% | 6.63% | -2.13% | 1.94% | -12.61% | 14.09% | 1.54% | 5.83% |
| 2019 | 7.2% | 5.67% | 2.49% | 4.95% | -4.8% | 9.52% | 1.92% | 1.41% | -2.2% | -3.15% | 5.1% | 3.13% | 34.81% |
| 2018 | 6.49% | -1.6% | -3.23% | -2.42% | 1.78% | 0.7% | 5.16% | -7.62% | -3.89% | 1.58% | 11.38% | -4.38% | 2.42% |
| 2017 | 2.33% | 2.64% | 2.33% | 1.32% | 10.56% | -0.43% | 2.35% | -0.28% | 4.23% | 4.44% | -0.17% | -5.96% | 25.05% |
| 2016 | -11.03% | -1% | 5.14% | 5.26% | 2.5% | -2.49% | -0.56% | 0.32% | 7.46% | -5.17% | -1.22% | -1.3% | -3.44% |
| 2015 | -3.37% | 10.21% | 1.62% | 0.93% | -2.41% | -0.52% | -0.87% | -7.31% | -4.2% | 8.88% | 3.76% | 5.68% | 11.44% |
| 2014 | -3.91% | -4.41% | 7.98% | -7.12% | 2.32% | 3.96% | -5.89% | 2.99% | -0.64% | -2.1% | 5.38% | 5.62% | 2.83% |
| 2013 | 6.5% | 6.64% | 4.46% | 0.48% | -1.56% | 5.12% | 4.95% | -3.55% | 5.64% | 4.02% | -0.64% | 0.7% | 37.26% |
| 2012 | 0.18% | -7.69% | -1.76% | 4.23% | -3.26% | 4.26% | 1.34% | 0.92% | -0.34% | -8.8% | 4.19% | -3.64% | -10.87% |
| 2011 | 8.52% | 3.49% | 4.47% | 2.38% | 0.44% | -0.29% | -0.41% | -4.42% | -11.51% | 5.64% | -2.89% | 10.78% | 15.14% |
| 2010 | -0.57% | 13.53% | 5.94% | 10.1% | -11.12% | -1.03% | 1.83% | -5.1% | 7.03% | 3.18% | 0.09% | 9.62% | 35.62% |
| 2009 | -0.48% | -11.59% | 1.64% | 25.05% | -3.2% | -2.41% | -3.15% | 3.49% | 10.47% | -4.32% | 0.56% | -1.88% | 10.42% |
| 2008 | -7.82% | -6.14% | 3.08% | 3.39% | 3.11% | -11.76% | -0.32% | 10.07% | -5.5% | -18.66% | -12.08% | 9.05% | -32.17% |
| 2007 | 1.14% | -2.94% | 0.44% | 3.64% | 12.9% | -4.33% | -7.88% | -4.16% | 5.89% | 3.4% | -5.65% | -4.31% | -3.68% |