DTE Energy Co
Provider: Exchange
| Annualised Return | 11.12% |
| Realised Volatility | 17.31% |
| Downside Volatility | 12.65% |
| Max Drawdown | -44.86% |
| Winning months | 61.36% |
| Sharpe Ratio | 0.64 |
| Sortino Ratio | 0.88 |
| Calmar Ratio | 0.25 |
| Viking Ratio | 0.31 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.72% | 11.53% | 4.26% | -3.41% | 11.5% | ||||||||
| 2024 | -4.39% | 2.78% | 4.47% | -1.62% | 5.63% | -3.86% | 8.58% | 3.73% | 3.55% | -3.26% | 1.26% | -3.13% | 13.49% |
| 2023 | -0.99% | -5.72% | 0.72% | 2.62% | -4.28% | 3.12% | 3.89% | -9.55% | -3.1% | -2.92% | 8.02% | 6.88% | -2.81% |
| 2022 | 0.74% | 0.96% | 9.49% | -0.89% | 1.27% | -3.78% | 2.8% | 0.03% | -11.13% | -2.56% | 3.48% | 2.13% | 1.23% |
| 2021 | -2.22% | -0.84% | 14.08% | 5.17% | -1.45% | -5.32% | 6.39% | 2.57% | -6.52% | 1.47% | -4.42% | 11.16% | 19.38% |
| 2020 | 2.11% | -15.79% | -14% | 9.23% | 3.69% | 0.91% | 7.56% | 2.63% | -2.21% | 7.28% | 1.94% | -2.64% | -2.86% |
| 2019 | 6.75% | 4.93% | 1.73% | 0.78% | -0.19% | 2.67% | -0.6% | 2.01% | 3.3% | -4.24% | -1.87% | 4.8% | 21.38% |
| 2018 | -3.49% | -4.6% | 4.5% | 0.96% | -2.82% | 2.1% | 4.74% | 2.4% | -1.04% | 3% | 6.53% | -7.15% | 4.21% |
| 2017 | 0.13% | 2.78% | 1.54% | 2.43% | 4.71% | -2.68% | 1.2% | 4.91% | -3.7% | 2.89% | 4.63% | -4.55% | 14.59% |
| 2016 | 6.01% | -1.05% | 8.66% | -1.65% | 1.7% | 10.16% | -1.61% | -4.74% | 1.68% | 2.5% | -3.04% | 6.73% | 26.96% |
| 2015 | 3.81% | -8.51% | -0.76% | -1.31% | -0.5% | -4.92% | 7.8% | -2.98% | 3.93% | 1.52% | -1.35% | 0.53% | -3.69% |
| 2014 | 2.76% | 5.19% | 4.49% | 5.18% | -2.59% | 3.21% | -5.2% | 6% | -1.9% | 7.99% | -0.85% | 6.93% | 34.8% |
| 2013 | 5.43% | 5.51% | 3.26% | 6.64% | -8.6% | 1.6% | 5.51% | -5.42% | -0.35% | 4.79% | -3.47% | 0.47% | 14.96% |
| 2012 | -2.28% | 1.47% | 3.02% | 2.45% | 0.8% | 5.43% | 3.44% | -4.84% | 3.72% | 3.6% | -2.45% | 0.15% | 14.94% |
| 2011 | 2.07% | 1.77% | 5.23% | 3.21% | 2.16% | -1.93% | -0.36% | 1.44% | -1.88% | 6.3% | 1.04% | 4.61% | 25.94% |
| 2010 | -3.56% | 3.28% | 3.92% | 8% | -5.52% | 1.33% | 1.21% | 1.49% | -0.81% | 1.81% | -4.73% | 3% | 8.94% |
| 2009 | -3.28% | -22.41% | 5.68% | 6.75% | 2.3% | 7.61% | 7.69% | 0.93% | 2.53% | 5.24% | 8.46% | 10.01% | 30.41% |
| 2008 | -3.03% | -6.61% | -0.97% | 3.65% | 9.75% | -2.9% | -3.44% | 2.88% | -3.67% | -12.01% | 5.35% | -2.62% | -14.43% |
| 2007 | -4.88% | -0.15% | 4.65% | 5.62% | 4.53% | -7.86% | -3.82% | 3.08% | 2.43% | 2.39% | -1.11% | -9.39% | -5.79% |