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Performance

FIL-USD Performance Chart

FilecoinFutures (FIL-USD) is down 32.8% since the beginning of the year. FIL-USD is currently trading at $1 per share. Investors who bought $1,000 worth of FIL-USD shares 5 years ago would now be looking at an investment worth $10.


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S&P 500 Index

Returns By Period

FilecoinFutures (FIL-USD) has returned -32.77% so far this year and -67.10% over the past 12 months.


FilecoinFutures

1D
-8.90%
1M
-5.74%
YTD
-32.77%
6M
-43.17%
1Y
-67.10%
3Y*
-43.63%
5Y*
-60.41%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIL-USD Monthly Returns History

Based on dividend-adjusted daily data since Dec 12, 2017, FIL-USD's average daily return is +0.23%, while the average monthly return is +4.71%. At this rate, an investment would double in approximately 1.3 years.

Historically, 38% of months were positive and 62% were negative. The best month was Mar 2021 with a return of +430.2%, while the worst month was Mar 2018 at -58.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 9 months.

On a daily basis, FIL-USD closed higher 49% of trading days. The best single day was Oct 15, 2020 with a return of +120.6%, while the worst single day was Mar 24, 2020 at -40.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-18.86%-4.10%-17.48%11.07%1.41%-7.05%-32.77%
2025-2.61%-32.53%-14.42%-0.36%-6.11%-11.43%3.87%-4.98%-3.57%-30.90%3.83%-17.68%-73.81%
2024-28.19%64.08%22.18%-43.61%1.94%-21.93%-5.90%-15.23%6.87%-7.40%100.42%-30.18%-28.62%
202373.90%24.05%-12.34%-4.73%-13.34%-15.93%7.80%-24.46%4.42%14.12%14.33%58.01%130.09%
2022-37.79%1.97%12.57%-41.80%-43.15%-33.29%81.17%-41.24%-1.11%-4.52%-18.54%-31.93%-91.21%
2021-8.71%61.80%430.20%-14.03%-55.77%-16.81%-13.81%45.97%-20.93%7.32%-16.65%-36.28%40.46%

Benchmark Metrics

FilecoinFutures has an annualized alpha of 41.11%, beta of 0.67, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 13, 2017.

  • This cryptocurrency participated in 189.63% of S&P 500 Index downside but only 31.38% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 may look defensive, but with R2 of 0.01 this cryptocurrency is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this cryptocurrency's risk.
  • R2 of 0.01 means this cryptocurrency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
41.11%
Beta
0.67
0.01
Upside Capture
31.38%
Downside Capture
189.63%

Return for Risk

Risk / Return Rank

FIL-USD ranks 60 for risk / return — on par with similar cryptocurrencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FIL-USD Risk / Return Rank: 6060
Overall Rank
FIL-USD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FIL-USD Sortino Ratio Rank: 5454
Sortino Ratio Rank
FIL-USD Omega Ratio Rank: 5454
Omega Ratio Rank
FIL-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
FIL-USD Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FilecoinFutures (FIL-USD) and compare them to S&P 500 Index.


FIL-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.55

2.39

-2.94

Sortino ratio

Return per unit of downside risk

-0.74

3.25

-3.99

Omega ratio

Gain probability vs. loss probability

0.93

1.43

-0.50

Calmar ratio

Return relative to maximum drawdown

-0.88

3.11

-3.99

Martin ratio

Return relative to average drawdown

-1.29

14.38

-15.68

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FilecoinFutures. 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 FilecoinFutures was 99.58%, occurring on Mar 28, 2026. The portfolio has not yet recovered.

The current FilecoinFutures drawdown is 99.54%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-99.58%Mar 2026
4y 12mo
5y 2moApr 2021 - now
COVID crash2020
-90.96%Mar 2020
2y 2mo7mo 1d
2y 9moJan 2018 - Oct 2020
2020 bear market2020
-67.41%Dec 2020
2mo 14d2mo 17d
5mo 1dOct 2020 - Mar 2021
2017 bear market2017
-32.44%Dec 2017
8d13d
21dDec 2017 - Jan 2018
2020 correction2020
-14.17%Oct 2020
0s1d
1dOct 2020 - Oct 2020

Drawdown Indicators


FIL-USDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-56.78%

-42.80%

Max Drawdown (1Y)

Largest decline over 1 year

-76.17%

-9.10%

-67.07%

Max Drawdown (3Y)

Largest decline over 3 years

-93.03%

-18.90%

-74.13%

Max Drawdown (5Y)

Largest decline over 5 years

-99.30%

-25.43%

-73.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-99.54%

0.00%

-99.54%

Average Drawdown

Average peak-to-trough decline

-81.88%

-10.72%

-71.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.49%

1.97%

+58.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FIL-USD

Add FilecoinFutures to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FIL-USD