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UNUS SED LEO (LEO-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-8.70%
7.53%
LEO-USD (UNUS SED LEO)
Benchmark (^GSPC)

Returns By Period

UNUS SED LEO had a return of 41.71% year-to-date (YTD) and 50.19% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date41.71%17.79%
1 month-6.34%0.18%
6 months-8.70%7.53%
1 year50.19%26.42%
5 years (annualized)39.02%13.48%
10 years (annualized)N/A10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.43%20.24%26.19%-2.90%1.89%-1.74%-2.81%8.09%41.71%
2023-1.85%-5.87%4.40%1.92%-1.59%13.38%-0.17%-1.88%-5.75%8.22%0.64%-0.15%10.13%
2022-1.55%59.82%-2.14%-2.44%-6.35%8.73%-13.30%15.48%-27.48%8.27%-13.46%-8.07%-4.34%
20210.51%36.43%6.33%18.77%0.18%2.60%23.73%-3.84%-4.18%18.43%0.07%12.78%171.18%
20206.90%9.84%9.63%1.93%10.81%7.11%-0.02%0.72%-0.18%-1.06%7.37%2.29%70.11%
201939.93%17.91%-25.82%-12.99%-7.79%-4.12%-7.97%-11.57%-23.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of LEO-USD is 96, placing it in the top 4% of cryptocurrencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of LEO-USD is 9696
LEO-USD (UNUS SED LEO)
The Sharpe Ratio Rank of LEO-USD is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of LEO-USD is 9595Sortino Ratio Rank
The Omega Ratio Rank of LEO-USD is 9797Omega Ratio Rank
The Calmar Ratio Rank of LEO-USD is 9393Calmar Ratio Rank
The Martin Ratio Rank of LEO-USD is 9898Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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


LEO-USD
Sharpe ratio
The chart of Sharpe ratio for LEO-USD, currently valued at 1.66, compared to the broader market-1.00-0.500.000.501.001.501.66
Sortino ratio
The chart of Sortino ratio for LEO-USD, currently valued at 2.47, compared to the broader market-2.00-1.000.001.002.002.47
Omega ratio
The chart of Omega ratio for LEO-USD, currently valued at 1.29, compared to the broader market0.901.001.101.201.29
Calmar ratio
The chart of Calmar ratio for LEO-USD, currently valued at 0.50, compared to the broader market0.200.400.600.801.001.200.50
Martin ratio
The chart of Martin ratio for LEO-USD, currently valued at 11.93, compared to the broader market0.002.004.006.008.0010.0011.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.00-0.500.000.501.001.502.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.00-1.000.001.002.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.901.001.101.201.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.200.400.600.801.001.201.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.002.004.006.008.0010.0011.09

Sharpe Ratio

The current UNUS SED LEO Sharpe ratio is 1.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of UNUS SED LEO with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
1.66
2.06
LEO-USD (UNUS SED LEO)
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-26.16%
-0.86%
LEO-USD (UNUS SED LEO)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the UNUS SED LEO. 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 UNUS SED LEO was 58.88%, occurring on Dec 24, 2019. Recovery took 430 trading sessions.

The current UNUS SED LEO drawdown is 26.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.88%Jun 13, 2019195Dec 24, 2019430Feb 26, 2021625
-56.4%Feb 9, 2022384Feb 27, 2023
-47.21%May 13, 202115May 27, 2021250Feb 1, 2022265
-13.08%Apr 16, 20214Apr 19, 20214Apr 23, 20218
-10.71%Mar 2, 20214Mar 5, 20216Mar 11, 202110

Volatility

Volatility Chart

The current UNUS SED LEO volatility is 10.85%, 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.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.85%
3.99%
LEO-USD (UNUS SED LEO)
Benchmark (^GSPC)