Performance
 Annualized Return

11.86%
 Sharpe Ratio

0.51
 Maximum Drawdown

44.73%
Metrics
Metric  Utah Medical Products, Inc. 

Initial Balance  $10,000 
Final Balance  $176,125 
Returns [View more details]  
MonthToDate  2.78% 
YearToDate  21.74% 
3M  1.57% 
6M  4.4% 
Annualized Return (3Y)  8.77% 
Annualized Return (5Y)  5.61% 
Annualized Return (All)  11.86% 
Risk [View more details]  
Annual Volatility  31.59% 
Max Drawdown  44.73% 
Sharpe Ratio  0.51 
Sortino Ratio  0.77 
Adjusted Sortino (S/√2)  0.54 
 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 March 1999.
 Final balance: The amount of capital we've accrued over time as of October 2024.
 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 26 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 riskfree 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.
Annualized Returns
Annual Return 1y  Annual Return 3y  Annual Return 5y  Annual Return 10y  Annual Return 20y  Annual Return  

Utah Medical Products, Inc.  23.75%  8.77%  5.61%  4.73%  9.22%  11.86% 
Annual Returns
Year  Utah Medical Products, Inc. 

1999  12.5% 
2000  11.11% 
2001  81.47% 
2002  40.34% 
2003  36.86% 
2004  12.28% 
2005  46% 
2006  5.78% 
2007  7.3% 
2008  23.64% 
2009  38.43% 
2010  2.74% 
2011  4.09% 
2012  37.48% 
2013  61.81% 
2014  7.04% 
2015  0.71% 
2016  26.32% 
2017  13.59% 
2018  3.24% 
2019  31.46% 
2020  20.87% 
2021  21.97% 
2022  1.87% 
2023  15.1% 
2024  21.74% 
Utah Medical Products, Inc. had 18 positive years and 8 negative years. That's a positive ratio of 69%.
Monthly Returns
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

1999      2.1%  8.5%  18.6%  2.5%  1.6%  2.5%  8.4%  5.5%  5.8%  0.9%  12.5% 
2000  4.6%  0.9%  5.3%  6.7%  0%  2.7%  2.8%  12.9%  6.7%  3.4%  15.8%  25%  11.1% 
2001  26.7%  2.6%  2.7%  13.8%  0.1%  10.7%  20.4%  19.4%  6.8%  8.5%  6.1%  15.2%  81.5% 
2002  11%  0.6%  5.9%  1.4%  2%  3.3%  10.7%  3.4%  9.6%  8.1%  3.6%  6.1%  40.3% 
2003  7.3%  0.6%  3.4%  5.9%  0.7%  3.3%  8.4%  13.1%  0.7%  5.1%  3.5%  15.3%  36.9% 
2004  2.6%  3%  0.5%  3.7%  1.6%  2.3%  1.4%  30.6%  2.1%  0.2%  20.8%  4.2%  12.3% 
2005  8.5%  8%  0.3%  1.1%  0.1%  0.9%  6.3%  8.8%  0.7%  16.9%  1.4%  10.9%  46% 
2006  0.2%  3.2%  2.5%  1.6%  3.9%  0.2%  0.2%  1.8%  6.5%  5.5%  0.1%  2.3%  5.8% 
2007  3%  1.6%  0.6%  4.4%  2.6%  0.9%  4.7%  4.4%  0.1%  0.1%  3.7%  0.8%  7.3% 
2008  1%  2.5%  1.1%  7.1%  1.8%  2.5%  4.6%  4.7%  2.2%  4.7%  14%  1.9%  23.6% 
2009  9.3%  2.1%  1.1%  4.4%  12%  9.4%  6.7%  2.4%  6.3%  0.3%  0.5%  0.6%  38.4% 
2010  4.3%  2.8%  4%  0.8%  5.3%  4.9%  0.7%  7.4%  11%  3.1%  4%  2.1%  2.7% 
2011  1.2%  1.3%  5.8%  3.5%  0.2%  4.8%  3.9%  6.1%  0.3%  1.7%  5.4%  0.7%  4.1% 
2012  8.5%  3.9%  3%  2.4%  7.1%  1%  1%  0.2%  1.3%  0.1%  3.9%  2.7%  37.5% 
2013  11.5%  3.1%  18.3%  9.1%  4.4%  18%  2.8%  9.5%  18.3%  6.4%  4.4%  8%  61.8% 
2014  6.9%  3.4%  5.6%  12.2%  7.9%  5.7%  1.1%  0.2%  5.9%  16.5%  2.2%  3.9%  7% 
2015  5.6%  4.8%  1.2%  9.9%  1.5%  9.4%  8.3%  2.3%  1.4%  9.5%  4.2%  4.1%  0.7% 
2016  3.7%  5.1%  6%  7%  2.2%  3.3%  3.3%  3.2%  4.7%  3.9%  9.7%  7.1%  26.3% 
2017  14.5%  0.5%  1.1%  0.5%  7.4%  8.2%  4.6%  4.4%  2.3%  2.5%  8.3%  0%  13.6% 
2018  10.7%  1.6%  11.8%  2.7%  3.1%  5.5%  11.9%  6.3%  4%  7.5%  8.8%  12.2%  3.2% 
2019  13.1%  9.6%  4.3%  4.4%  5.5%  20.4%  4.9%  8.1%  2.3%  6.9%  4.3%  1.3%  31.5% 
2020  14.7%  5.1%  8%  11.8%  19.9%  10.7%  8%  0.8%  2.4%  3.9%  4%  2.1%  20.9% 
2021  2.8%  2.6%  2.9%  0.8%  1.8%  0.4%  5.1%  0.9%  5.1%  4.3%  15.2%  8.7%  22% 
2022  5.9%  4.3%  0.2%  5.9%  1.8%  0.1%  6.3%  0.6%  6.9%  5%  0.6%  13.2%  1.9% 
2023  8.4%  0.4%  3.6%  0.1%  1.4%  0%  5.5%  6.8%  5.8%  7.5%  6%  0.3%  15.1% 
2024  6%  11.4%  1.8%  6.9%  3.2%  1.7%  4.2%  2.3%  1.2%  2.8%      21.7% 
Pos  48%  44%  69.2%  38.5%  64%  56%  57.7%  50%  46.2%  50%  64%  68%  69.2% 
Avg  0.5%  0.4%  3.1%  1.8%  2.6%  2.4%  0.8%  0.7%  0.4%  1.7%  2.2%  3.6%  14.5% 
Other Return Metrics
Metric  Utah Medical Products, Inc. 

Cumulative Return  1661.25% 
Enh Ann Return  13.3% 
Best Year  81.47% 
Worst Year  23.64% 
Best Month  26.67% 
Worst Month  30.64% 
Best Day  26.41% 
Worst Day  32.75% 
Win Ratio (Yearly)  69.23% 
Win Ratio (Quarterly)  57.69% 
Win Ratio (Monthly)  54.4% 
Win Ratio (Daily)  50.19% 
Annual Volatility
Annual Volatility 1y  Annual Volatility 3y  Annual Volatility 5y  Annual Volatility 10y  Annual Volatility 20y  Annual Volatility  

Utah Medical Products, Inc.  23.99%  31.34%  34.85%  31.76%  29.21%  31.59% 
Sharpe Ratio
Sharpe Ratio 1y  Sharpe Ratio 3y  Sharpe Ratio 5y  Sharpe Ratio 10y  Sharpe Ratio 20y  Sharpe Ratio  

Utah Medical Products, Inc.  1.01  0.14  0.01  0.3  0.45  0.51 
3Year Rolling Sharpe Ratio
The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the riskadjusted returns.
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.
Utah Medical Products, Inc.
Start  Valley  End  Days  Drawdown 

20211123  20241004    1046  44.73% 
20040804  20040813  20051024  446  36.07% 
20180621  20181224  20211118  1246  35.27% 
20070326  20081229  20120110  1751  35.16% 
20010802  20010921  20020115  166  28.67% 
The Utah Medical Products, Inc. took approximately 31 months on average to recover from a major drawdown. The longest drawdown lasted 58 months.
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.
Other Risk Metrics
Metric  Utah Medical Products, Inc. 

Sharpe Ratio  0.51 
Sortino Ratio  0.77 
Adjusted Sortino (S/√2)  0.54 
Calmar Ratio  0.27 
Omega Ratio  1.1 
Gain to Pain Ratio  0.1 
Ulcer Index  0.17 
Kelly Criterion  4.77% 
Skew  0.04 
Kurtosis  22.18 