International Business Machines Corp
Provider: Exchange
| Annualised Return | 9.43% |
| Realised Volatility | 26.32% |
| Downside Volatility | 16.49% |
| Max Drawdown | -63.18% |
| Winning months | 54.78% |
| Sharpe Ratio | 0.36 |
| Sortino Ratio | 0.57 |
| Calmar Ratio | 0.15 |
| Viking Ratio | 0.29 |
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% | 3.41% | 43.71% | ||
| 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% | -0.69% | 14.14% | 16.76% |
| 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% | -1.97% | -3.37% | 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% | -0.52% | 1.55% | 6% | -5.05% | 1.72% | 5.58% | 2.23% | -2.19% | 27.41% |
| 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 | 2.06% | -5.98% | 1.42% | 8.43% | 4.7% | -1.27% | 5.13% | 5.83% | 0.95% | -1.43% | -9.1% | 2.78% | 12.84% |
| 2006 | -1.09% | -1.06% | 2.78% | -0.16% | -2.61% | -3.85% | 0.77% | 5.02% | 1.2% | 12.68% | -0.12% | 5.69% | 19.77% |
| 2005 | -5.23% | -0.71% | -1.3% | -16.41% | -0.82% | -1.79% | 12.48% | -3.17% | -0.5% | 2.07% | 8.83% | -7.54% | -15.83% |
| 2004 | 7.07% | -2.59% | -4.83% | -4% | 0.68% | -0.5% | -1.23% | -2.53% | 1.24% | 4.68% | 5.21% | 4.61% | 7.19% |
| 2003 | 0.9% | -0.13% | 0.62% | 8.25% | 3.89% | -6.29% | -1.52% | 1.14% | 7.71% | 1.3% | 1.37% | 2.36% | 20.5% |
| 2002 | -10.81% | -8.94% | 5.99% | -19.46% | -3.76% | -10.5% | -2.22% | 7.31% | -22.65% | 35.38% | 10.31% | -10.84% | -35.46% |
| 2001 | 31.76% | -10.7% | -3.72% | 19.71% | -2.78% | 1.07% | -6.89% | -4.87% | -8.23% | 17.83% | 7.09% | 4.65% | 43% |
| 2000 | 4.06% | -8.37% | 15.21% | -5.81% | -3.64% | 2.1% | 2.45% | 17.74% | -14.69% | -12.54% | -4.96% | -9.09% | -20.84% |
| 1999 | -0.61% | -7.24% | 4.42% | 18.02% | 11.03% | 11.42% | -2.76% | -0.8% | -2.86% | -18.8% | 5.04% | 4.67% | 17.58% |
| 1998 | -5.62% | 5.97% | -0.54% | 11.55% | 1.59% | -2.29% | 15.41% | -14.85% | 14.1% | 15.56% | 11.36% | 11.66% | 77.47% |
| 1997 | 3.55% | -8.15% | -4.52% | 16.94% | 8.05% | 4.34% | 17.17% | -3.96% | 4.56% | -7.08% | 11.38% | -4.45% | 39.31% |
| 1996 | 18.74% | 13.27% | -9.28% | -3.15% | -0.6% | -7.26% | 8.59% | 6.74% | 8.85% | 3.61% | 23.88% | -4.94% | 67.7% |
| 1995 | -1.87% | 4.68% | 9.14% | 15.22% | -1.46% | 3.23% | 13.41% | -4.83% | -8.59% | 2.91% | -0.39% | -5.43% | 25.67% |
| 1994 | 0% | -5.99% | 3.31% | 5.26% | 10.04% | -6.75% | 5.32% | 11.15% | 1.64% | 7% | -4.71% | 3.89% | 32.22% |
| 1993 | 2.23% | 6.71% | -6.44% | -4.42% | 9.68% | -6.4% | -9.87% | 3.39% | -8.2% | 9.52% | 17.7% | 4.87% | 15.83% |
| 1992 | 1.12% | -2.18% | -3.88% | 8.68% | 1.31% | 7.85% | -3.19% | -7.35% | -6.78% | -17.18% | 3.9% | -26.19% | -40.04% |
| 1991 | 12.17% | 2.56% | -11.55% | -9.55% | 4.25% | -8.48% | 4.25% | -3.16% | 6.97% | -5.19% | -4.68% | -3.78% | -17.55% |
| 1990 | -0.25% | 6.63% | 2.17% | 2.71% | 11.32% | -2.08% | -5.11% | -7.6% | 4.42% | -0.82% | 8.92% | -0.55% | 19.66% |