NiSource Inc
Provider: Exchange
| Annualised Return | 11.4% |
| Realised Volatility | 20.05% |
| Downside Volatility | 13.24% |
| Max Drawdown | -60.65% |
| Winning months | 62.44% |
| Sharpe Ratio | 0.57 |
| Sortino Ratio | 0.86 |
| Calmar Ratio | 0.19 |
| Viking Ratio | 0.17 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.18% | 1.37% | 6.14% | 1.69% | 4.31% | -0.86% | 9.39% | 5.79% | 4.81% | -1.53% | 32.18% | ||
| 2023 | 1.2% | -0.24% | 1.93% | 2.7% | -5.52% | 1.71% | 2.71% | -3.88% | -7.77% | 2.97% | 1.91% | 3.55% | 0.48% |
| 2022 | 5.69% | -0.06% | 9.92% | -7.71% | 8% | -6.23% | 3.92% | -2.93% | -14.64% | 2.94% | 8.76% | -1.86% | 2.67% |
| 2021 | -3.44% | -1.53% | 11.62% | 8.86% | -2% | -3.92% | 1.98% | -0.48% | -1.7% | 2.73% | -0.65% | 12.65% | 24.75% |
| 2020 | 5.28% | -7.16% | -7.59% | 1.35% | -5.1% | -4.57% | 8.44% | -9.37% | -0.72% | 5.36% | 5.35% | -5.21% | -14.88% |
| 2019 | 7.61% | -0.35% | 6.23% | -2.37% | 0.25% | 3.41% | 3.79% | -0.47% | 1.25% | -5.59% | -5.67% | 5.26% | 13.03% |
| 2018 | -3.86% | -5.48% | 3.37% | 2.83% | 3.73% | 3.87% | 0.37% | 3.4% | -7.94% | 2.54% | 4.18% | -4.05% | 1.92% |
| 2017 | 1.04% | 7.73% | -0.5% | 2.67% | 7.51% | -2.72% | 3.44% | 3.11% | -4.76% | 3.73% | 4.4% | -6.76% | 19.28% |
| 2016 | 7.69% | 2.98% | 9.68% | -2.93% | 5.06% | 11.15% | -2.62% | -6.7% | 0.71% | -2.82% | -5.68% | 0.91% | 16.69% |
| 2015 | 1.98% | -0.23% | 2.91% | -1.1% | 8.66% | -3.37% | -1.66% | -3.84% | 10.48% | 4.13% | 0.16% | 1.67% | 20.47% |
| 2014 | 4.53% | 2.07% | 2.04% | 2.94% | 2.89% | 5.27% | -3.58% | 5.28% | 3.3% | 3.27% | -0.52% | 1.39% | 32.57% |
| 2013 | 9.57% | 2.48% | 5.92% | 5.55% | -6.51% | -0.31% | 8.12% | -4.75% | 5.57% | 2.84% | 0.32% | 3.99% | 36.46% |
| 2012 | -4.53% | 6.63% | 1.46% | 2.19% | 1.78% | -1.35% | 4.38% | -4.88% | 4.68% | 0.91% | -5.1% | 2.98% | 8.61% |
| 2011 | 6.98% | 2.9% | 0.1% | 2.62% | 4.37% | -0.25% | 0.52% | 6.11% | 0.09% | 4.39% | 3.71% | 3.93% | 41.44% |
| 2010 | -5.88% | 5.4% | 5.19% | 4.64% | -8.22% | -3.08% | 15.36% | 5.21% | 0.23% | 0.8% | -3.35% | 5.32% | 21.25% |
| 2009 | -9.89% | -9.61% | 12% | 14.53% | -2.73% | 9.07% | 12.52% | 2.48% | 5.15% | -5.37% | 10.3% | 7.93% | 51.4% |
| 2008 | 1.6% | -9.29% | 0.29% | 5.14% | 1.06% | -0.94% | -3.37% | -3.51% | -10.44% | -10.64% | -7.02% | -8.96% | -38.55% |
| 2007 | -0.3% | -0.04% | 2.73% | 1.54% | -9.68% | -6.75% | -6.85% | -1.21% | 1.59% | 8.09% | -9.49% | 2.05% | -18.26% |
| 2006 | -0.5% | 0% | -1.51% | 5.57% | 3.13% | 0.32% | 5.21% | -6.95% | 2.69% | 8.09% | 5.97% | -2.27% | 20.47% |
| 2005 | 1.55% | -1.14% | 0.66% | 3% | 3.7% | 2.61% | -0.85% | -0.62% | 0.46% | -1.49% | -8.97% | -3.11% | -4.73% |
| 2004 | -3.27% | 3.38% | -2.12% | -4.09% | 0.5% | 1.78% | 1.51% | 0.48% | 1.01% | 3.21% | 1.58% | 4.54% | 8.43% |
| 2003 | -9.8% | -4.67% | 7.44% | 5.4% | 3.76% | -3.11% | 3.13% | 0.21% | 3.31% | 4.82% | 0.19% | 5.73% | 16.05% |
| 2002 | -8.53% | 0.91% | 9.34% | -2.44% | 9.64% | -9.9% | -7.9% | 0.46% | -13.37% | -2.46% | 17.98% | 2.62% | -7.95% |
| 2001 | -11.58% | 6.43% | 8.7% | -3.63% | 5.39% | -12.68% | -2.48% | -4.36% | -7.54% | 3.18% | -12% | 10.33% | -21.63% |
| 2000 | 4.25% | -29.59% | 30.43% | 11.28% | -2.36% | 3.2% | 5.69% | 23.15% | 1.91% | 3.39% | 3.01% | 19.71% | 81.53% |
| 1999 | -10.07% | -4.38% | 4.1% | 3.74% | 0.68% | -7.61% | 1.46% | -8.44% | -6.84% | -6.16% | -8.23% | -4.98% | -38.82% |
| 1998 | 4.25% | 0.61% | 9% | -3.35% | 0.23% | 4.19% | -4.09% | 9.86% | 12.39% | -8.22% | -2.09% | 3.84% | 27.52% |
| 1997 | -0.45% | 2.25% | -1.57% | 1.81% | 2.53% | 2.01% | 3.08% | -3.12% | 3.22% | 5.4% | 6.54% | 5.61% | 30.42% |
| 1996 | 0.78% | -0.99% | -1.32% | -2.56% | 3.83% | 8.05% | -6.11% | -1.01% | -3.38% | 7.15% | 2.31% | 2.26% | 8.36% |
| 1995 | 3.85% | 3.69% | -1.58% | 4.88% | 6.98% | -1.45% | -2.51% | 0% | 6.49% | 5.78% | 1.37% | 3.38% | 34.84% |
| 1994 | -1.51% | -5.47% | 0% | 5.72% | -2.77% | -4.06% | 0.37% | -1.28% | -5.2% | 3.17% | 4.94% | 1.71% | -5.04% |
| 1993 | 5.51% | 6.34% | 2.98% | 2.33% | 1.23% | 5.24% | -0.51% | 6.22% | -0.37% | 1% | -6.62% | 3.54% | 29.51% |
| 1992 | -6.58% | -2.63% | -1.62% | 5.82% | 2.63% | 3.07% | 5.73% | 0% | 0% | -0.21% | -1.93% | 4.44% | 8.24% |
| 1991 | 0.85% | 5.34% | 0.63% | 6.54% | 2.4% | -4.09% | 7.52% | 5.17% | 7.11% | 5.85% | 0.48% | 0% | 44.1% |
| 1990 | -5.11% | 2.1% | -1.38% | -5.57% | 0.76% | 5.22% | 4.44% | -9.66% | 0% | 8.44% | 7.86% | 0% | 5.56% |