NiSource Inc
Provider: Exchange
| Annualised Return | 12.33% |
| Realised Volatility | 18.57% |
| Downside Volatility | 11.06% |
| Max Drawdown | -60.65% |
| Winning months | 62.33% |
| Sharpe Ratio | 0.66 |
| Sortino Ratio | 1.11 |
| Calmar Ratio | 0.2 |
| Viking Ratio | 0.22 |
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% | 2.24% | 5.55% | 44.85% | |
| 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% | 5.36% | -5.21% | -14.87% |
| 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% | 7.5% | -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% | -5.67% | 0.91% | 16.7% |
| 2015 | 1.98% | -0.23% | 2.91% | -1.1% | 8.66% | -3.37% | 0.25% | -3.84% | 10.48% | 4.13% | 0.16% | 1.67% | 22.8% |
| 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% | 32.58% |
| 2013 | 9.57% | 2.48% | 5.92% | 5.55% | -6.51% | -0.31% | 8.12% | -4.75% | 5.57% | 2.84% | 0.32% | 3.98% | 36.46% |
| 2012 | -4.54% | 6.63% | 1.46% | 2.19% | 1.79% | -1.36% | 4.38% | -4.88% | 4.68% | 0.91% | -5.11% | 2.98% | 8.61% |
| 2011 | 6.99% | 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 | -5.89% | 5.4% | 5.19% | 4.64% | -8.22% | -3.07% | 15.36% | 5.21% | 0.23% | 0.8% | -3.35% | 5.32% | 21.25% |
| 2009 | -9.89% | -9.61% | 12% | 14.53% | -2.73% | 9.08% | 12.51% | 2.48% | 5.15% | -5.37% | 10.3% | 7.93% | 51.4% |
| 2008 | 1.61% | -9.29% | 0.29% | 5.14% | 1.06% | -0.94% | -3.37% | -3.51% | -10.44% | -10.03% | -7.66% | -8.96% | -38.55% |
| 2007 | -0.62% | -0.04% | 2.73% | 1.54% | -9.68% | -6.75% | -6.85% | -1.21% | 1.59% | 8.09% | -9.49% | 2.05% | -18.53% |