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IOST (IOST-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Popular comparisons:
IOST-USD vs. BTC-USD
Popular comparisons:
IOST-USD vs. BTC-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IOST, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


IOST-USD (IOST)
Benchmark (^GSPC)

Returns By Period


IOST-USD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of IOST-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-17.18%-13.84%
202340.69%17.55%-4.22%-1.44%-12.93%-7.81%7.36%-21.75%4.59%10.73%11.12%8.81%47.42%
2022-15.85%-0.73%59.94%-47.09%-18.07%-26.34%10.74%-12.04%-9.48%-3.14%-23.97%-22.16%-78.44%
2021177.89%121.41%53.51%28.97%-52.31%-31.31%23.15%53.01%29.88%-9.49%-19.53%-21.71%456.86%
202021.48%-8.98%-40.78%20.17%27.22%18.60%5.53%21.69%-17.21%-17.65%27.38%-9.00%20.50%
20198.82%29.83%35.14%14.74%16.47%-5.96%-19.97%-27.83%-33.59%51.57%-27.18%-11.78%-10.36%
2018109.54%-39.85%-28.25%144.71%-25.02%-44.40%-6.46%-30.48%-21.64%0.80%-62.41%9.67%-80.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for IOST (IOST-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
IOST-USD
^GSPC

There is not enough data available to calculate the Sharpe ratio for IOST. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio
IOST-USD (IOST)
Benchmark (^GSPC)

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.


IOST-USD (IOST)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the IOST. 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 IOST was 98.19%, occurring on Mar 12, 2020. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.19%Jan 25, 2018778Mar 12, 2020
-29.47%Jan 21, 20182Jan 22, 20182Jan 24, 20184

Volatility

Volatility Chart

The current IOST volatility is 11.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


IOST-USD (IOST)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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