PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Basic Attention Token (BAT-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Basic Attention Token

Popular comparisons: BAT-USD vs. BTC-USD

Performance

Performance Chart

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


0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
36.30%
16.40%
BAT-USD (Basic Attention Token)
Benchmark (^GSPC)

S&P 500

Returns By Period

Basic Attention Token had a return of -7.38% year-to-date (YTD) and -16.52% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-7.38%5.29%
1 month-20.29%-2.47%
6 months36.30%16.40%
1 year-16.52%20.88%
5 years (annualized)-8.86%11.60%
10 years (annualized)N/A10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-14.81%27.63%20.60%
20236.06%15.18%7.68%14.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BAT-USD is 25, indicating that it is in the bottom 25% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BAT-USD is 2525
Basic Attention Token(BAT-USD)
The Sharpe Ratio Rank of BAT-USD is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of BAT-USD is 2323Sortino Ratio Rank
The Omega Ratio Rank of BAT-USD is 2222Omega Ratio Rank
The Calmar Ratio Rank of BAT-USD is 2323Calmar Ratio Rank
The Martin Ratio Rank of BAT-USD is 2828Martin 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 Basic Attention Token (BAT-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BAT-USD
Sharpe ratio
The chart of Sharpe ratio for BAT-USD, currently valued at 0.25, compared to the broader market0.002.004.006.000.25
Sortino ratio
The chart of Sortino ratio for BAT-USD, currently valued at 0.81, compared to the broader market0.001.002.003.004.000.81
Omega ratio
The chart of Omega ratio for BAT-USD, currently valued at 1.09, compared to the broader market1.001.101.201.301.401.09
Calmar ratio
The chart of Calmar ratio for BAT-USD, currently valued at 0.05, compared to the broader market2.004.006.000.05
Martin ratio
The chart of Martin ratio for BAT-USD, currently valued at 1.18, compared to the broader market0.0010.0020.0030.0040.0050.001.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market0.002.004.006.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market0.001.002.003.004.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.101.201.301.401.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market2.004.006.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.007.21

Sharpe Ratio

The current Basic Attention Token Sharpe ratio is 0.25. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.25
1.79
BAT-USD (Basic Attention Token)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-86.56%
-4.42%
BAT-USD (Basic Attention Token)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Basic Attention Token. 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 Basic Attention Token was 90.93%, occurring on Sep 11, 2023. The portfolio has not yet recovered.

The current Basic Attention Token drawdown is 86.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.93%Nov 28, 2021653Sep 11, 2023
-88.17%Jan 10, 2018392Feb 5, 2019770Mar 16, 20211162
-69.54%Apr 10, 2021102Jul 20, 2021130Nov 27, 2021232
-23.63%Dec 19, 20174Dec 22, 20174Dec 26, 20178
-22.62%Dec 6, 20172Dec 7, 20175Dec 12, 20177

Volatility

Volatility Chart

The current Basic Attention Token volatility is 33.48%, 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%NovemberDecember2024FebruaryMarchApril
33.48%
3.35%
BAT-USD (Basic Attention Token)
Benchmark (^GSPC)