IAR Systems Group AB (publ) (NC91.F)

Frankfurt Stock Exchange
EUR
17 January 2000  –  25 January 2022

Performance

Annualized Return
2.06%
Sharpe Ratio
0.44
Maximum Drawdown
-99.8%

Metrics

Metric IAR Systems Group AB (publ)
Initial Balance $10,000
Final Balance $15,689
Returns
Month-To-Date -5.77%
Year-To-Date -5.77%
3M 3.21%
6M -28.48%
Annual Return (1Y) -38.15%
Annual Return (3Y) -19.25%
Annual Return (5Y) 1.03%
Annual Return (10Y) 39.54%
Annual Return (All) 2.06%
Enh Ann Return 22.83%
Best Year 422.22%
Worst Year -81.82%
Risk
Annual Volatility 83.24%
Max Drawdown -99.8%
Sharpe Ratio 0.44
Sortino Ratio 0.69
Adjusted Sortino (S/√2) 0.49
Ulcer Index 0.83
Gain to Pain Ratio 0.13

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on January 2000.
  • Final balance: The amount of capital we've accrued over time as of January 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 22 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Chart

Table

Year IAR Systems Group AB (publ)
2000 -79.05%
2001 -81.82%
2002 -55%
2003 422.22%
2004 -8.51%
2005 76.74%
2006 15.79%
2007 -54.55%
2008 -70.5%
2009 91.53%
2010 65.31%
2011 -27.6%
2012 108.37%
2013 95.69%
2014 130.1%
2015 132.36%
2016 40.71%
2017 19.85%
2018 54.74%
2019 -7.02%
2020 -22.75%
2021 -20.93%
2022 -5.77%

IAR Systems Group AB (publ) had 12 positive years and 11 negative years. That's a positive ratio of 52%.

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2000 -4.8% 150% -24% -47.4% -36% 9.4% -4.3% 3% -15.9% -24.1% -47.7% -4.3% -54.6%
2001 4.5% -21.7% -22.2% -28.6% 20% -28.3% -20.9% -26.5% -12% -9.1% 65% -39.4% -14.1%
2002 75% -22.9% 11.1% -16.7% -28% -5.6% -11.8% -0% -48.7% 16.9% 77.8% -43.8% 133.9%
2003 0% 11.1% -20% 25% 65% 81.8% -13.3% 84.6% -8.3% 27.3% -21.4% 6.8% 235%
2004 21.3% -3.5% 3.6% -5.3% -7.4% -2% -18.4% -7.5% 13.5% 2.4% 9.3% -8.5% 8.5%
2005 9.3% -0% 6.4% -12% 0% 6.8% 6.4% 10% 5.5% -5.2% 23.6% 11.8% 65.7%
2006 10.5% 11.9% -3.2% 12.1% -8.8% 6.5% 2% -7.9% -4.3% -9% -3.7% 12.8% 28%
2007 4.5% -10.9% -2% 4.6% -15% -6.2% -5.8% -11.4% 0% -5.5% -15.5% -10.5% -72.2%
2008 0% 8.2% -1.2% -3.7% -5.1% -14.3% -2.7% 0% 0% -38.3% -6% -37.6% -91.2%
2009 15.3% 0% 12.5% 12.4% 36.6% 0% 3% 0% 3.7% -3.2% 1.2% -8.1% 75.7%
2010 7.3% 4.8% 11.5% 5.8% -5.7% 2.6% -0.6% -8.9% 3% 13.8% 3.7% 17.1% 56.2%
2011 12.8% -5.3% 2.7% 2.7% -40.3% -1.8% 0.6% -4.6% -3.1% 10% -0.1% 7.2% -9.1%
2012 11.8% 21% 2.9% 50.5% 6.8% 0.4% 8% -5.3% -1.1% -1.7% -5% -1.8% 83.1%
2013 -1.7% 10.1% -0.8% 68.8% -0.2% -4.4% 1.5% -3.9% 19% 6.7% -1.1% -7.5% 90.1%
2014 24.6% 5.6% 10.4% 46.8% 7.4% -4.6% -0.2% 1.4% 0.8% 4.8% 6.4% -7.5% 92.1%
2015 11.6% 39.6% -8.4% 16.2% -0.8% -7.3% 5.9% -3% -3.6% 21.1% 22.9% 3.4% 90.9%
2016 -14% -2% 30.7% 12.6% -0.9% -9.5% 7.6% -7.5% 17% -2.1% 5.4% 5.4% 41.2%
2017 -1.4% 1.2% -1.1% 31.5% -8.7% -4.1% -1.9% 1.6% 3.9% -3.4% -4.2% 10.2% 25.7%
2018 12.3% -3.1% 7.5% 37.6% 9.1% -1.7% 0.6% -7.1% 0.6% -3.1% -7.9% 6.7% 49.5%
2019 2.6% 3.6% 1.2% 25% 1.4% -2.2% -5% -7.4% -6.9% -6.3% -15.7% 7.8% 2.7%
2020 -5% -12.3% -27.6% 5.4% -3.8% 1.5% 16.5% 27% -8.7% -17.7% 12.5% -0.6% -12.8%
2021 7.3% -13.8% 2.1% 13.1% 0.1% -4.9% 1% -21.5% -9.5% -4.8% -0.1% 13.9% -15.9%
2022 -5.8% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% -4.6%
Pos 72.7% 52.4% 54.5% 72.7% 40.9% 33.3% 50% 30% 47.6% 36.4% 45.5% 50% 65.2%
Avg 9% 8.2% -0.3% 11.7% -0.6% 0.6% -1.4% 0.2% -2.6% -1.4% 4.5% -3% 34.9%

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

IAR Systems Group AB (publ)

start valley end Drawdown days
2000-02-25 2002-10-10 2018-04-26 -99.8% 6635
2019-05-17 2020-03-23 - -68.39% 984
2000-01-25 2000-02-03 2000-02-09 -22.22% 15
2018-06-05 2018-11-21 2019-04-25 -21.09% 324
2000-02-16 2000-02-17 2000-02-22 -8.57% 6

The IAR Systems Group AB (publ) took approximately 53 months on average to recover from a major drawdown.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

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