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FilecoinFutures USD

Cryptocurrency · Currency in USD

FIL-USDPrice Chart

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S&P 500


The chart shows the growth of $10,000 invested in FilecoinFutures USD on Dec 14, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $74,821 for a total return of roughly 648.21%. All prices are adjusted for splits and dividends.

FIL-USD (FilecoinFutures USD)
Benchmark (S&P 500)

FIL-USDReturns in periods

Returns over 1 year are annualized


FIL-USDMonthly Returns Heatmap

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FIL-USDSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FilecoinFutures USD Sharpe ratio is 0.75. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

FIL-USD (FilecoinFutures USD)
Benchmark (S&P 500)

FIL-USDDrawdowns Chart

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

FIL-USD (FilecoinFutures USD)
Benchmark (S&P 500)

FIL-USDWorst Drawdowns

The table below shows the maximum drawdowns of the FilecoinFutures USD. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the FilecoinFutures USD is 91.32%, recorded on Dec 16, 2018. It took 661 trading sessions for the portfolio to recover.



To Bottom


To Recover



-91.32%Jan 13, 2018338Dec 16, 2018661Oct 14, 2020999
-78.07%Apr 2, 2021110Jul 20, 2021
-59.89%Oct 16, 20207Oct 22, 20206Apr 1, 202113
-30.37%Dec 24, 20177Dec 30, 201710Jan 9, 201817
-11.33%Dec 22, 20171Dec 22, 20171Dec 23, 20172
-8.86%Dec 17, 20172Dec 18, 20173Dec 21, 20175
-8.7%Jan 10, 20181Jan 10, 20182Jan 12, 20183
-0.19%Dec 14, 20171Dec 14, 20171Dec 15, 20172

FIL-USDVolatility Chart

Current FilecoinFutures USD volatility is 71.52%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

FIL-USD (FilecoinFutures USD)
Benchmark (S&P 500)

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