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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FilecoinFutures, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
FilecoinFutures (FIL-USD) has returned -36.19% so far this year and -70.28% over the past 12 months.
FilecoinFutures
- 1D
- 1.44%
- 1M
- -14.43%
- YTD
- -36.19%
- 6M
- -62.31%
- 1Y
- -70.28%
- 3Y*
- -47.66%
- 5Y*
- -66.10%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
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 +4.79%. At this rate, your investment would double in approximately 1.2 years.
Historically, 37% of months were positive and 63% 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 48% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -18.86% | -4.10% | -18.00% | -36.19% | |||||||||
| 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% |
| 2023 | 73.90% | 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 37.35%, beta of 0.66, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 13, 2017.
- This cryptocurrency participated in 189.76% of S&P 500 Index downside but only 20.62% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.66 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
- 37.35%
- Beta
- 0.66
- R²
- 0.01
- Upside Capture
- 20.62%
- Downside Capture
- 189.76%
Return for Risk
Risk / Return Rank
FIL-USD ranks 40 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FilecoinFutures (FIL-USD) and compare them to a chosen benchmark (S&P 500 Index).
| FIL-USD | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | 0.90 | -1.48 |
Sortino ratioReturn per unit of downside risk | -0.89 | 1.39 | -2.27 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.21 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -1.10 | 1.40 | -2.50 |
Martin ratioReturn relative to average drawdown | -1.68 | 6.61 | -8.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FIL-USD risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 99.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.58% | Apr 1, 2021 | 1823 | Mar 28, 2026 | — | — | — |
| -90.96% | Jan 13, 2018 | 794 | Mar 16, 2020 | 211 | Oct 13, 2020 | 1005 |
| -67.41% | Oct 16, 2020 | 75 | Dec 29, 2020 | 77 | Mar 16, 2021 | 152 |
| -32.44% | Dec 22, 2017 | 9 | Dec 30, 2017 | 13 | Jan 12, 2018 | 22 |
| -14.17% | Oct 14, 2020 | 1 | Oct 14, 2020 | 1 | Oct 15, 2020 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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