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JCI: Johnson Controls International PLC (STOCK)
Basic Info 65.59 0.15(0.23%) May 10
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/28/1987 |
Last Dividend Date: | 03/22/2024 |
12-Mo. Yield | 2.38% |
Expenses | - |
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Performance Analytics (As of 05/10/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 5.1 | 14.4 | 7.9 | 2.2 | 13.2 | 8.0 | 15.5 | 5.6 | 9.5 | -7.6 | -19.3 | 77.4 | 17.7 | 40.9 | -19.8 | -5.1 | 37.7 | -23.8 | 10.9 | 46.2 | 31.9 | 18.4 | 22.0 | 75.3 | -42.7 | -59.8 | 9.1 | -16.8 | 37.3 | 61.9 | -69.7 | 7.2 | 43.8 | 3.4 | 67.4 | 70.4 | 48.4 | 50.0 | -8.0 | 24.8 | 20.4 | -20.1 | -14.6 | 40.9 | 57.1 | -14.6 |
Sharpe Ratio | NA | 1.55 | 0.16 | 0.0 | 0.39 | 0.26 | NA | NA | 0.2 | -0.46 | -0.64 | 3.57 | 0.41 | 2.16 | -0.81 | -0.29 | 1.48 | -1.23 | 0.62 | 2.45 | 1.6 | 0.59 | 0.97 | 1.81 | -0.86 | -0.78 | 0.29 | -0.8 | 1.68 | 1.69 | -0.63 | 0.15 | 0.78 | 0.0 | 1.8 | 2.22 | 1.77 | 2.46 | -0.54 | 0.95 | 0.69 | -0.68 | -0.59 | 1.43 | 1.64 | -0.61 |
Draw Down(%) | NA | 9.3 | 30.9 | 42.3 | 46.4 | 46.4 | NA | NA | 90.5 | 30.9 | 42.3 | 9.8 | 44.2 | 8.5 | 29.1 | 18.6 | 13.0 | 26.5 | 15.5 | 8.3 | 11.6 | 26.5 | 14.0 | 29.1 | 66.3 | 66.9 | 20.1 | 27.8 | 10.3 | 36.0 | 85.7 | 34.6 | 23.4 | 46.9 | 34.8 | 16.3 | 10.6 | 7.4 | 22.0 | 19.8 | 19.6 | 43.9 | 41.4 | 10.6 | 14.9 | 40.2 |
Standard Deviation(%) | NA | 26.8 | 25.4 | 27.5 | 30.1 | 26.4 | NA | NA | 37.8 | 26.2 | 32.5 | 21.7 | 42.9 | 18.3 | 26.2 | 20.2 | 25.3 | 19.4 | 17.6 | 18.9 | 20.1 | 31.0 | 22.7 | 41.5 | 50.6 | 80.3 | 19.9 | 23.6 | 21.7 | 36.3 | 113.2 | 33.8 | 51.1 | 50.0 | 35.5 | 30.1 | 25.2 | 18.7 | 20.3 | 23.7 | 25.9 | 35.1 | 33.6 | 24.6 | 31.9 | 80.4 |
Treynor Ratio | NA | 0.43 | 0.04 | 0.0 | 0.12 | 0.07 | NA | NA | 0.07 | -0.11 | -0.21 | 0.79 | 0.19 | 0.51 | -0.23 | -0.04 | 0.42 | -0.26 | 0.11 | 0.41 | 0.31 | 0.17 | 0.25 | 0.68 | -0.44 | -0.92 | 0.07 | -0.22 | 0.25 | 0.66 | -0.53 | 0.04 | 0.37 | 0.0 | 0.57 | 0.65 | 0.43 | 0.5 | -0.19 | 0.35 | 0.22 | -0.28 | -0.17 | 0.36 | 0.59 | -0.43 |
Alpha | NA | 0.06 | -0.06 | -0.02 | 0.01 | -0.01 | NA | NA | 0.02 | -0.12 | 0.0 | 0.14 | 0.01 | 0.06 | -0.06 | -0.12 | 0.1 | -0.11 | -0.01 | 0.03 | 0.05 | 0.07 | 0.03 | 0.14 | -0.02 | -0.28 | -0.01 | -0.08 | 0.07 | 0.12 | -0.11 | 0.1 | 0.23 | 0.0 | 0.11 | 0.11 | 0.08 | 0.05 | -0.03 | 0.07 | 0.06 | -0.16 | -0.03 | 0.05 | 0.14 | 0.28 |
Beta | NA | 0.96 | 1.06 | 1.02 | 0.95 | 0.95 | NA | NA | 1.01 | 1.07 | 0.98 | 0.98 | 0.93 | 0.77 | 0.92 | 1.35 | 0.9 | 0.91 | 0.99 | 1.13 | 1.05 | 1.06 | 0.88 | 1.11 | 0.98 | 0.69 | 0.88 | 0.87 | 1.45 | 0.92 | 1.33 | 1.13 | 1.07 | 0.67 | 1.12 | 1.03 | 1.04 | 0.93 | 0.58 | 0.65 | 0.79 | 0.85 | 1.14 | 0.97 | 0.89 | 1.14 |
RSquared | NA | 0.18 | 0.24 | 0.41 | 0.46 | 0.41 | NA | NA | 0.26 | 0.29 | 0.53 | 0.35 | 0.57 | 0.27 | 0.36 | 0.2 | 0.21 | 0.53 | 0.41 | 0.44 | 0.44 | 0.63 | 0.49 | 0.51 | 0.63 | 0.03 | 0.2 | 0.15 | 0.55 | 0.19 | 0.09 | 0.52 | 0.21 | 0.06 | 0.42 | 0.39 | 0.23 | 0.15 | 0.08 | 0.06 | 0.09 | 0.13 | 0.3 | 0.26 | 0.22 | 0.72 |
Yield(%) | N/A | 0.6 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.3 | 1.8 | 2.5 | 2.5 | 3.4 | 2.7 | 2.4 | 19.2 | 4.1 | 3.9 | 4.6 | 5.1 | 5.3 | 5.1 | 6.9 | 4.3 | 19.5 | 3.3 | 2.5 | 2.2 | 4.6 | 1.2 | 1.0 | 1.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -74.8 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 5.0 | 21.7 | 10.6 | 0.0 | 0.0 | 3.0 | -84.2 | 238.6 | 13.9 | 13.7 | 14.1 | 10.3 | 19.6 | 18.3 | -6.8 | -92.9 | 516.4 | 7.5 | 54.5 | -26.7 | 12.2 | 27.8 | 5.5 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/05/1984
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