Targa Resources Corp
Provider: Exchange
| Annualised Return | 18.78% |
| Realised Volatility | 49.8% |
| Downside Volatility | 39.01% |
| Max Drawdown | -92.48% |
| Winning months | 59.88% |
| Sharpe Ratio | 0.38 |
| Sortino Ratio | 0.48 |
| Calmar Ratio | 0.2 |
| Viking Ratio | 0.19 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.63% | 15.63% | 14% | 2.51% | 3.66% | 8.92% | 5.64% | 8.59% | 0.76% | 6.95% | 85.5% | ||
| 2023 | 2.54% | -1.23% | -1.55% | 4.24% | -9.9% | 11.83% | 8.41% | 5.2% | -0.61% | -1.88% | 8.18% | -3.96% | 21.01% |
| 2022 | 13.78% | 10.65% | 15.45% | -2.27% | -1.89% | -17.15% | 16.43% | -1.27% | -11.56% | 13.9% | 8.81% | -1.2% | 43.71% |
| 2021 | 4.12% | 13.01% | 2.65% | 9.58% | 12.02% | 14.38% | -5.04% | 4.3% | 12.04% | 11.3% | -5.56% | 1.18% | 100.15% |
| 2020 | -8.41% | -11.23% | -78.67% | 89.1% | 38.04% | 12.19% | -8.44% | -6.95% | -17.52% | 15.13% | 46.42% | 12.26% | -32.48% |
| 2019 | 21.95% | -6.44% | 3.26% | -1.21% | -4.21% | 2.08% | 1.47% | -7.17% | 11.21% | -0.97% | -6.04% | 11.77% | 23.98% |
| 2018 | 1.05% | -6.98% | -1.46% | 8.84% | 3.53% | 1.77% | 5.02% | 7.83% | 2.25% | -6.57% | -13.62% | -19.29% | -19.88% |
| 2017 | 4.39% | -1.94% | 6.02% | -6.45% | -16.69% | -1.59% | 4.69% | -3.96% | 6.13% | -10.33% | 4.58% | 11.57% | -7.09% |
| 2016 | -13.64% | 19.63% | 11.09% | 38.76% | 5.86% | -1.61% | -9.36% | 16.96% | 12.69% | -8.79% | 21.39% | 5.22% | 130.81% |
| 2015 | -17.39% | 14.68% | -3.81% | 10.44% | -12.4% | -2.97% | 0.1% | -25.31% | -22.01% | 12.79% | -31.23% | -31.14% | -73.36% |
| 2014 | 3.11% | 7.17% | 2.58% | 9.44% | 6.45% | 21.41% | -8.18% | 9.45% | -2.42% | -5% | -11.26% | -7.09% | 23.15% |
| 2013 | 15.12% | 1.06% | 11.41% | -2.52% | -2.04% | -0.14% | 6.8% | -0.12% | 7.15% | 7.08% | 4.55% | 8.73% | 71.97% |
| 2012 | 2.67% | 7.22% | 2.3% | 6.67% | -7.8% | -3.7% | 4.06% | 2.77% | 11.2% | 2% | -1.65% | 5.49% | 34.22% |
| 2011 | 14.62% | 6.85% | 10.59% | -2.58% | -0.29% | -4.18% | 1.76% | -11.61% | -0.3% | 14.49% | 2.46% | 17.7% | 56.1% |
| 2010 | 9.59% | 9.59% |