PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BitTorrent (BTT-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.


Popular comparisons:
BTT-USD vs. MARA
Popular comparisons:
BTT-USD vs. MARA

Performance

Performance Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-4.17%
10.70%
BTT-USD (BitTorrent)
Benchmark (^GSPC)

Returns By Period

BitTorrent had a return of -6.60% year-to-date (YTD) and 122.33% in the last 12 months.


BTT-USD

YTD

-6.60%

1M

17.42%

6M

-6.87%

1Y

122.33%

5Y (annualized)

-69.27%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-31.04%52.58%30.70%-24.36%-5.18%-24.82%0.88%-3.06%10.51%-8.25%-6.60%
202315.68%0.87%-12.84%1.98%-8.32%-19.81%-2.52%-12.71%-4.05%20.44%-0.95%153.61%88.37%
2022-99.92%-7.12%7.81%-22.42%-32.15%-28.67%21.67%-10.22%-11.53%5.01%-12.88%-12.38%-99.98%
202132.19%200.38%351.58%39.95%-46.78%-27.84%2.27%48.02%-24.47%29.62%-23.30%-13.76%844.75%
202030.23%-3.04%-38.53%16.03%15.97%-1.34%30.64%16.85%-25.62%-10.07%25.15%-23.54%0.67%
201971.25%-7.89%-15.12%146.02%-16.08%-39.61%-35.12%-21.77%12.63%-32.97%-7.58%-40.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BTT-USD is 54, 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 BTT-USD is 5454
Combined Rank
The Sharpe Ratio Rank of BTT-USD is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of BTT-USD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of BTT-USD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BTT-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BTT-USD is 4848
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 BitTorrent (BTT-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 BTT-USD, currently valued at -0.60, compared to the broader market-1.00-0.500.000.501.001.50-0.602.48
The chart of Sortino ratio for BTT-USD, currently valued at -0.71, compared to the broader market-2.00-1.000.001.002.00-0.713.33
The chart of Omega ratio for BTT-USD, currently valued at 0.93, compared to the broader market0.800.901.001.101.200.931.46
The chart of Calmar ratio for BTT-USD, currently valued at 0.09, compared to the broader market0.200.400.600.801.000.093.58
The chart of Martin ratio for BTT-USD, currently valued at -1.12, compared to the broader market0.002.004.006.00-1.1215.96
BTT-USD
^GSPC

The current BitTorrent Sharpe ratio is -0.60. 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 BitTorrent 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.60
2.48
BTT-USD (BitTorrent)
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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.99%
-2.18%
BTT-USD (BitTorrent)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BitTorrent. 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 BitTorrent was 100.00%, occurring on Oct 14, 2023. The portfolio has not yet recovered.

The current BitTorrent drawdown is 99.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Apr 5, 2021923Oct 14, 2023
-89.59%May 29, 2019289Mar 12, 2020372Mar 19, 2021661
-40.42%Feb 13, 201984May 7, 201912May 19, 201996
-16.85%Feb 6, 20194Feb 9, 20193Feb 12, 20197
-13.25%Mar 22, 20212Mar 23, 20214Mar 27, 20216

Volatility

Volatility Chart

The current BitTorrent volatility is 34.02%, 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
34.02%
4.06%
BTT-USD (BitTorrent)
Benchmark (^GSPC)