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CryptocomCoin (CRO-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Popular comparisons: CRO-USD vs. NEAR-USD, CRO-USD vs. TRX-USD, CRO-USD vs. BTC-USD, CRO-USD vs. XRP-USD, CRO-USD vs. XLM-USD, CRO-USD vs. ETH-USD, CRO-USD vs. SOL-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CryptocomCoin, 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%20.00%AprilMayJuneJulyAugustSeptember
-40.57%
9.25%
CRO-USD (CryptocomCoin)
Benchmark (^GSPC)

Returns By Period

CryptocomCoin had a return of -18.67% year-to-date (YTD) and 57.60% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-18.67%18.10%
1 month-8.63%1.42%
6 months-44.20%9.39%
1 year57.60%26.58%
5 years (annualized)15.92%13.42%
10 years (annualized)N/A10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-17.61%33.92%40.07%-12.14%-15.66%-19.09%-5.93%-5.60%-18.67%
202341.45%-0.72%-11.67%5.67%-18.52%-5.76%4.76%-14.12%0.65%21.83%43.61%11.29%77.44%
2022-23.05%2.27%4.92%-23.88%-46.00%-39.35%19.56%-11.04%-10.09%4.65%-42.86%-15.02%-90.00%
20217.25%113.89%60.89%-8.21%-36.64%-8.17%12.60%18.68%3.17%32.50%227.62%-19.25%852.60%
202058.69%-1.58%-6.75%18.76%46.68%46.66%31.64%8.53%-14.84%-44.64%-16.53%-16.68%74.30%
2019-36.42%-2.86%252.56%64.55%-3.77%-12.97%-4.14%-33.38%-8.65%3.70%-26.44%23.38%64.76%
20183.94%3.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CRO-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 CRO-USD is 5454
CRO-USD (CryptocomCoin)
The Sharpe Ratio Rank of CRO-USD is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of CRO-USD is 6363Sortino Ratio Rank
The Omega Ratio Rank of CRO-USD is 6262Omega Ratio Rank
The Calmar Ratio Rank of CRO-USD is 2121Calmar Ratio Rank
The Martin Ratio Rank of CRO-USD is 6262Martin 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 CryptocomCoin (CRO-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CRO-USD
Sharpe ratio
The chart of Sharpe ratio for CRO-USD, currently valued at -0.15, compared to the broader market-1.00-0.500.000.501.001.502.00-0.15
Sortino ratio
The chart of Sortino ratio for CRO-USD, currently valued at 0.27, compared to the broader market-1.000.001.002.000.27
Omega ratio
The chart of Omega ratio for CRO-USD, currently valued at 1.03, compared to the broader market0.901.001.101.201.301.03
Calmar ratio
The chart of Calmar ratio for CRO-USD, currently valued at 0.00, compared to the broader market0.200.400.600.801.000.00
Martin ratio
The chart of Martin ratio for CRO-USD, currently valued at -0.31, compared to the broader market0.002.004.006.008.0010.00-0.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.00-0.500.000.501.001.502.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-1.000.001.002.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.901.001.101.201.301.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.200.400.600.801.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.002.004.006.008.0010.0010.43

Sharpe Ratio

The current CryptocomCoin Sharpe ratio is -0.15. 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 CryptocomCoin 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 Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
-0.15
2.03
CRO-USD (CryptocomCoin)
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%AprilMayJuneJulyAugustSeptember
-91.06%
-0.73%
CRO-USD (CryptocomCoin)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CryptocomCoin. 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 CryptocomCoin was 94.56%, occurring on Oct 11, 2023. The portfolio has not yet recovered.

The current CryptocomCoin drawdown is 91.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.56%Nov 24, 2021687Oct 11, 2023
-74.97%Jul 12, 2019144Dec 2, 2019187Jun 6, 2020331
-69.17%Sep 2, 2020113Dec 23, 202061Feb 22, 2021174
-65.07%Dec 23, 201847Feb 7, 201933Mar 12, 201980
-64.14%Apr 6, 202178Jun 22, 2021133Nov 2, 2021211

Volatility

Volatility Chart

The current CryptocomCoin volatility is 12.94%, 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%AprilMayJuneJulyAugustSeptember
12.94%
4.36%
CRO-USD (CryptocomCoin)
Benchmark (^GSPC)