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Avalanche (AVAX-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Popular comparisons:
AVAX-USD vs. SOL-USD AVAX-USD vs. MATIC-USD AVAX-USD vs. ADA-USD AVAX-USD vs. BTC-USD AVAX-USD vs. LINK-USD AVAX-USD vs. ETC-USD AVAX-USD vs. XRP-USD AVAX-USD vs. MKR-USD AVAX-USD vs. DOT-USD AVAX-USD vs. ETH-USD
Popular comparisons:
AVAX-USD vs. SOL-USD AVAX-USD vs. MATIC-USD AVAX-USD vs. ADA-USD AVAX-USD vs. BTC-USD AVAX-USD vs. LINK-USD AVAX-USD vs. ETC-USD AVAX-USD vs. XRP-USD AVAX-USD vs. MKR-USD AVAX-USD vs. DOT-USD AVAX-USD vs. ETH-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Avalanche, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.41%
12.53%
AVAX-USD (Avalanche)
Benchmark (^GSPC)

Returns By Period

Avalanche had a return of 11.79% year-to-date (YTD) and 108.44% in the last 12 months.


AVAX-USD

YTD

11.79%

1M

61.61%

6M

13.41%

1Y

108.44%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of AVAX-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-13.97%23.44%32.18%-39.56%10.24%-18.57%-12.40%-11.36%21.67%-9.81%11.79%
202382.02%-13.93%3.72%-3.11%-17.75%-7.84%-1.44%-22.13%-7.44%22.51%88.86%80.23%253.54%
2022-36.16%20.62%14.53%-40.66%-53.72%-36.24%40.26%-19.45%-10.10%12.30%-31.87%-17.14%-90.06%
2021309.92%77.65%20.66%14.71%-45.14%-33.96%13.71%192.79%67.37%-3.17%87.77%-9.31%3,255.20%
202080.59%-61.25%-15.86%1.59%-11.68%-47.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AVAX-USD is 60, suggesting that the investment has average results relative to other cryptocurrencies in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AVAX-USD is 6060
Combined Rank
The Sharpe Ratio Rank of AVAX-USD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Avalanche (AVAX-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for AVAX-USD, currently valued at -0.39, compared to the broader market-0.500.000.501.001.502.00-0.392.53
The chart of Sortino ratio for AVAX-USD, currently valued at -0.05, compared to the broader market-1.000.001.002.003.00-0.053.39
The chart of Omega ratio for AVAX-USD, currently valued at 1.00, compared to the broader market0.901.001.101.201.301.001.47
The chart of Calmar ratio for AVAX-USD, currently valued at 0.02, compared to the broader market0.200.400.600.801.001.201.400.023.65
The chart of Martin ratio for AVAX-USD, currently valued at -0.71, compared to the broader market0.002.004.006.008.0010.0012.00-0.7116.21
AVAX-USD
^GSPC

The current Avalanche Sharpe ratio is -0.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Avalanche with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
-0.39
2.53
AVAX-USD (Avalanche)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-68.02%
-0.53%
AVAX-USD (Avalanche)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Avalanche. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Avalanche was 93.48%, occurring on Sep 24, 2023. The portfolio has not yet recovered.

The current Avalanche drawdown is 68.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.48%Nov 23, 2021671Sep 24, 2023
-82.6%Feb 11, 2021160Jul 20, 202135Aug 24, 2021195
-81.9%Sep 22, 202097Dec 27, 202040Feb 5, 2021137
-33.44%Aug 25, 202115Sep 8, 20213Sep 11, 202118
-28.94%Sep 24, 202119Oct 12, 202123Nov 4, 202142

Volatility

Volatility Chart

The current Avalanche volatility is 31.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
31.72%
3.97%
AVAX-USD (Avalanche)
Benchmark (^GSPC)