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PM: Philip Morris International Inc (STOCK)
Basic Info 91.62 0.61(0.66%) March 28
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/17/2008 |
Last Dividend Date: | 03/20/2024 |
12-Mo. Yield | 5.41% |
Expenses | - |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 03/17/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.6 | -1.3 | 2.7 | 5.8 | 6.9 | 6.6 | 11.3 | 9.0 | -1.9 | 12.3 | 20.8 | 3.7 | 35.0 | -33.3 | 19.8 | 8.6 | 13.4 | -2.1 | 8.5 | 9.7 | 39.8 | 27.2 | 16.5 | -9.1 |
Sharpe Ratio | NA | -0.97 | 0.09 | 0.16 | 0.18 | 0.24 | NA | 0.35 | -0.37 | 0.44 | 1.19 | 0.09 | 1.39 | -1.21 | 1.36 | 0.51 | 0.71 | -0.15 | 0.54 | 0.57 | 1.95 | 1.39 | 0.63 | -0.28 |
Draw Down(%) | NA | 7.6 | 11.7 | 22.8 | 31.9 | 42.9 | NA | 42.9 | 13.6 | 22.8 | 18.0 | 31.9 | 20.4 | 37.0 | 15.5 | 14.9 | 10.4 | 13.5 | 13.1 | 12.1 | 13.6 | 18.5 | 27.3 | 33.9 |
Standard Deviation(%) | NA | 14.8 | 15.9 | 19.7 | 25.6 | 22.8 | NA | 23.3 | 16.5 | 25.0 | 17.5 | 39.6 | 24.3 | 28.6 | 14.2 | 16.2 | 18.8 | 14.4 | 15.6 | 17.0 | 20.3 | 19.5 | 25.9 | 43.3 |
Treynor Ratio | NA | -0.55 | 0.03 | 0.07 | 0.07 | 0.08 | NA | 0.13 | -0.11 | 0.26 | 0.41 | 0.04 | 0.52 | -0.77 | 0.36 | 0.15 | 0.17 | -0.03 | 0.11 | 0.14 | 0.64 | 0.36 | 0.42 | -0.16 |
Alpha | NA | -0.09 | -0.05 | 0.0 | -0.01 | 0.0 | NA | 0.01 | -0.06 | 0.08 | 0.03 | -0.04 | 0.06 | -0.14 | 0.03 | 0.01 | 0.05 | -0.04 | -0.05 | 0.0 | 0.13 | 0.06 | 0.03 | 0.08 |
Beta | NA | 0.26 | 0.55 | 0.44 | 0.69 | 0.67 | NA | 0.66 | 0.56 | 0.43 | 0.51 | 0.89 | 0.65 | 0.45 | 0.54 | 0.56 | 0.8 | 0.68 | 0.8 | 0.69 | 0.62 | 0.74 | 0.39 | 0.73 |
RSquared | NA | 0.04 | 0.16 | 0.15 | 0.33 | 0.27 | NA | 0.33 | 0.2 | 0.17 | 0.15 | 0.61 | 0.11 | 0.08 | 0.06 | 0.21 | 0.43 | 0.29 | 0.32 | 0.27 | 0.5 | 0.47 | 0.17 | 0.57 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/17/2008
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