Phillips 66
Provider: Exchange
| Annualised Return | 19.49% |
| Realised Volatility | 32.94% |
| Downside Volatility | 18.81% |
| Max Drawdown | -58.71% |
| Winning months | 57.71% |
| Sharpe Ratio | 0.59 |
| Sortino Ratio | 1.04 |
| Calmar Ratio | 0.33 |
| Viking Ratio | 0.4 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.25% | 8.39% | 18.05% | -1.66% | -1.11% | -3.88% | 25.22% | 17.11% | 3.54% | 10.78% | 123.77% | ||
| 2025 | 3.46% | 11.02% | -4.79% | -15.73% | 10.1% | 5.13% | 3.59% | 9.16% | 1.83% | 0.09% | 1.46% | -5.78% | 17.51% |
| 2024 | 8.39% | -0.53% | 14.62% | -12.32% | 0.02% | -0.66% | 3.05% | -2.75% | -6.31% | -7.33% | 10.96% | -14.96% | -11.63% |
| 2023 | -3.66% | 3.32% | -1.15% | -2.35% | -6.44% | 4.12% | 16.95% | 3.3% | 5.25% | -5.06% | 14.03% | 3.3% | 33.07% |
| 2022 | 17.02% | 0.41% | 2.55% | 0.43% | 17.39% | -18.67% | 8.55% | 1.62% | -9.77% | 29.2% | 4.9% | -4.02% | 49.58% |
| 2021 | -3.06% | 23.89% | -1.82% | -0.77% | 5.2% | 1.9% | -14.44% | -1.96% | -1.49% | 6.78% | -6.41% | 4.76% | 8.51% |
| 2020 | -17.99% | -17.24% | -28.33% | 36.38% | 8.31% | -8.13% | -13.74% | -4.37% | -11.34% | -9.99% | 31.85% | 15.45% | -33.85% |
| 2019 | 10.75% | 1.85% | -1.23% | -0.95% | -13.41% | 15.77% | 9.64% | -2.95% | 3.82% | 14.08% | -1.05% | -2.89% | 33.98% |
| 2018 | 1.24% | -11.08% | 6.14% | 16.04% | 5.35% | -3.59% | 9.82% | -3.25% | -4.89% | -8.78% | -8.28% | -7.88% | -12.28% |
| 2017 | -5.54% | -3.44% | 1.32% | 0.43% | -3.49% | 8.65% | 1.28% | 0.92% | 9.31% | -0.58% | 7.93% | 3.68% | 20.94% |
| 2016 | -2.02% | -0.21% | 9.07% | -5.17% | -1.34% | -1.27% | -4.13% | 3.98% | 2.68% | 0.74% | 3.16% | 4.01% | 8.98% |
| 2015 | -1.92% | 12.33% | 0.18% | 0.9% | 0.46% | 1.82% | -1.32% | 0.12% | -2.82% | 15.89% | 3.41% | -10.63% | 17.15% |
| 2014 | -5.24% | 2.97% | 2.94% | 7.99% | 2.5% | -5.14% | 0.85% | 7.94% | -6.56% | -3.46% | -6.34% | -1.81% | -4.76% |
| 2013 | 14.07% | 4.46% | 11.13% | -12.89% | 9.75% | -11.51% | 4.4% | -6.66% | 1.26% | 11.43% | 8.69% | 10.8% | 48.34% |
| 2012 | -8.68% | -11.81% | 10.69% | 13.73% | 11.7% | 10.41% | 2.27% | 11.05% | 1.39% | 43.99% |