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FilecoinFutures USD

FIL-USD
Cryptocurrency · Currency in USD

FIL-USDPrice Chart


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S&P 500

FIL-USDPerformance

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 $56,666 for a total return of roughly 466.66%. 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

PeriodReturn
1M-26.77%
YTD84.94%
6M84.94%
1Y457.50%
5Y47.64%
10Y47.64%

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 2.66. A Sharpe ratio higher than 2.0 is considered very good.

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.32%Jan 13, 2018338Dec 16, 2018661Oct 14, 2020999
-65.4%Apr 2, 202152May 23, 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
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970

FIL-USDVolatility Chart

Current FilecoinFutures USD volatility is 54.25%. 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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