Highlights
- Avg. Volume (1M)
- 57M
- Avg. Volume Value (1M)
- $42.27M
Share Price Chart
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Performance
FIL-USD Performance Chart
FilecoinFutures (FIL-USD) is down 44.7% 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 $13.
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Returns By Period
FilecoinFutures (FIL-USD) has returned -44.67% so far this year and -68.50% over the past 12 months.
FilecoinFutures
- 1D
- 2.29%
- 1M
- -11.17%
- 6M
- -30.62%
- YTD
- -44.67%
- 1Y
- -68.50%
- 3Y*
- -44.13%
- 5Y*
- -57.92%
- 10Y*
- —
- ALL TIME*
- -27.47%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FIL-USD Monthly Returns History
Based on dividend-adjusted daily data since Dec 12, 2017, FIL-USD's average daily return is +0.22%, while the average monthly return is +4.46%. 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 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% | -17.48% | 11.07% | 1.41% | -23.40% | -0.28% | 0.14% | -44.67% | ||||
| 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 36.78%, beta of 0.69, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 12, 2017.
- This cryptocurrency participated in 198.05% of S&P 500 Index downside but only 34.19% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.69 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
- 36.78%
- Beta
- 0.69
- R²
- 0.01
- Upside Capture
- 34.19%
- Downside Capture
- 198.05%
Return for Risk
Risk / Return Rank
FIL-USD ranks 61 for risk / return — above 61% of cryptocurrencies peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for FilecoinFutures (FIL-USD) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIL-USD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.25 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.00 | -2.86 |
| Martin ratioReturn relative to average drawdown | -1.14 | 8.49 | -9.63 |
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 99.64%, occurring on Jul 29, 2026. The portfolio has not yet recovered.
The current FilecoinFutures drawdown is 99.62%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-99.64%Jul 2026 | 5y 4mo | — | 5y 4moApr 2021 - now | — |
-90.96%Mar 2020 | 2y 2mo | 7mo 1d | 2y 9moJan 2018 - Oct 2020 | COVID crash2020 |
-67.41%Dec 2020 | 2mo 14d | 2mo 17d | 5mo 1dOct 2020 - Mar 2021 | — |
-32.44%Dec 2017 | 8d | 13d | 21dDec 2017 - Jan 2018 | — |
-14.17%Oct 2020 | 1d | 1d | 1dOct 2020 - Oct 2020 | — |
Drawdown Indicators
| FIL-USD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.64% | -56.78% | -42.86% |
Max Drawdown (1Y)Largest decline over 1 year | -79.77% | -9.10% | -70.67% |
Max Drawdown (3Y)Largest decline over 3 years | -94.08% | -18.90% | -75.18% |
Max Drawdown (5Y)Largest decline over 5 years | -99.40% | -25.43% | -73.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -99.62% | -1.58% | -98.04% |
Average DrawdownAverage peak-to-trough decline | -82.20% | -10.70% | -71.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.62% | 2.14% | +39.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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