PortfoliosLab logo

FilecoinFutures USD (FIL-USD)

Cryptocurrency · Currency in USD · Last updated May 14, 2022

    FIL-USDShare Price Chart


    Chart placeholderClick Calculate to get results

    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 $7,609 for a total return of roughly -23.91%. All prices are adjusted for splits and dividends.


    FIL-USD (FilecoinFutures USD)
    Benchmark (^GSPC)

    FIL-USDReturns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M-54.93%-9.51%
    YTD-74.46%-15.57%
    6M-86.06%-14.07%
    1Y-92.56%-2.15%
    5Y-4.18%6.66%
    10Y-4.18%6.66%

    FIL-USDMonthly Returns Heatmap


    Chart placeholderClick Calculate to get results

    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 -0.97. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

    The chart below displays rolling 12-month Sharpe Ratio.


    FIL-USD (FilecoinFutures USD)
    Benchmark (^GSPC)

    FIL-USDDrawdowns Chart

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


    FIL-USD (FilecoinFutures USD)
    Benchmark (^GSPC)

    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 95.76%, recorded on May 12, 2022. The portfolio has not recovered from it yet.


    Depth

    Start

    To Bottom

    Bottom

    To Recover

    End

    Total

    -95.76%Apr 1, 2021407May 12, 2022
    -91.32%Jan 13, 2018338Dec 16, 2018667Oct 13, 20201005
    -65.51%Oct 16, 202075Dec 29, 202077Mar 16, 2021152
    -30.37%Dec 24, 20177Dec 30, 201710Jan 9, 201817
    -13.99%Mar 18, 20215Mar 22, 20213Mar 25, 20218
    -11.33%Dec 22, 20171Dec 22, 20171Dec 23, 20172
    -9.28%Oct 14, 20201Oct 14, 20201Oct 15, 20202
    -8.86%Dec 17, 20172Dec 18, 20173Dec 21, 20175
    -8.7%Jan 10, 20181Jan 10, 20182Jan 12, 20183
    -5.81%Mar 28, 20211Mar 28, 20212Mar 30, 20213

    FIL-USDVolatility Chart

    Current FilecoinFutures USD volatility is 170.83%. 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 (^GSPC)

    Portfolios with FilecoinFutures USD


    Loading data...

    More Tools for FilecoinFutures USD