International Business Machines Corp
Provider: Exchange
| Annualised Return | 7.95% |
| Realised Volatility | 21.18% |
| Downside Volatility | 14.94% |
| Max Drawdown | -37.18% |
| Winning months | 57.67% |
| Sharpe Ratio | 0.38 |
| Sortino Ratio | 0.53 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.32 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 12.3% | 1.66% | 3.2% | -12.97% | 1.39% | 3.66% | 11.1% | 6.12% | 9.38% | -6.5% | 2.51% | 33.2% | |
| 2023 | -4.37% | -2.85% | 1.38% | -3.57% | 3.11% | 4.06% | 7.75% | 3.01% | -4.45% | 3.09% | 10.87% | 3.15% | 21.85% |
| 2022 | -0.07% | -7.18% | 6.13% | 1.68% | 6.29% | 1.69% | -7.37% | -0.55% | -7.5% | 16.4% | 8.96% | -5.38% | 10.64% |
| 2021 | -5.38% | 1.18% | 12.05% | 6.47% | 2.44% | 1.98% | -3.84% | 0.71% | -1% | -9.95% | -1.18% | 14.14% | 16.18% |
| 2020 | 7.23% | -8.5% | -14.77% | 13.19% | 0.81% | -3.31% | 1.8% | 1.61% | -1.33% | -8.23% | 12.23% | 1.91% | -1.16% |
| 2019 | 18.25% | 3.96% | 2.15% | -0.59% | -8.39% | 8.59% | 7.5% | -7.5% | 7.3% | -8.04% | 1.73% | -0.3% | 23.58% |
| 2018 | 6.7% | -3.87% | -1.54% | -5.52% | -1.44% | -1.14% | 3.74% | 2.16% | 3.23% | -23.66% | 9.03% | -8.53% | -22.56% |
| 2017 | 5.14% | 3.85% | -3.16% | -7.95% | -3.85% | 0.79% | -5.95% | -0.09% | 1.43% | 6.19% | 0.94% | -0.36% | -3.99% |
| 2016 | -9.32% | 6.07% | 15.58% | -3.64% | 6.36% | -1.27% | 5.82% | -0.23% | -0.02% | -3.25% | 6.51% | 2.32% | 25.21% |
| 2015 | -4.44% | 6.37% | -0.89% | 6.72% | -0.21% | -4.12% | -0.41% | -7.95% | -2.04% | -3.31% | 0.46% | -1.29% | -11.42% |
| 2014 | -5.81% | 5.38% | 3.95% | 2.07% | -5.62% | -1.68% | 5.74% | 0.92% | -1.28% | -13.4% | -0.68% | -1.07% | -12.39% |
| 2013 | 6.01% | -0.69% | 6.21% | -5.04% | 3.19% | -8.13% | 2.06% | -6.08% | 1.6% | -3.22% | 0.8% | 4.39% | -0.18% |
| 2012 | 4.74% | 2.54% | 6.06% | -0.75% | -6.46% | 1.39% | 0.2% | -0.15% | 6.47% | -6.23% | -1.87% | 0.78% | 5.92% |
| 2011 | 10.38% | 0.32% | 0.74% | 4.61% | -0.53% | 1.55% | 6% | -5.05% | 1.72% | 5.58% | 2.23% | -2.19% | 27.4% |
| 2010 | -6.5% | 4.36% | 0.86% | 0.58% | -2.4% | -1.42% | 3.98% | -3.63% | 8.94% | 7.05% | -1.05% | 3.75% | 14.26% |
| 2009 | 8.9% | 0.96% | 5.28% | 6.52% | 3.51% | -1.75% | 12.94% | 0.57% | 1.32% | 0.84% | 5.23% | 3.6% | 58.64% |
| 2008 | -0.92% | 6.71% | 1.12% | 4.83% | 7.67% | -8.42% | 7.97% | -4.51% | -3.92% | -20.51% | -11.74% | 3.14% | -20.78% |
| 2007 | 0.86% | -5.98% | 1.42% | 8.43% | 4.7% | -1.27% | 5.13% | 5.83% | 0.95% | -1.43% | -9.1% | 2.78% | 11.51% |