PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Maker (MKR-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Maker

Popular comparisons: MKR-USD vs. AVAX-USD, MKR-USD vs. BTC-USD

Performance

Performance Chart

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


0.00%5,000.00%10,000.00%15,000.00%December2024FebruaryMarchAprilMay
11,723.55%
128.64%
MKR-USD (Maker)
Benchmark (^GSPC)

S&P 500

Returns By Period

Maker had a return of 57.68% year-to-date (YTD) and 320.17% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date57.68%10.00%
1 month-12.00%2.41%
6 months94.64%16.70%
1 year320.17%26.85%
5 years (annualized)31.99%12.81%
10 years (annualized)N/A10.84%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202415.46%6.78%87.93%-32.24%57.68%
202328.34%20.79%-13.21%1.22%-8.59%30.71%47.58%-5.69%32.61%-10.78%11.66%11.17%232.60%
2022-8.45%-8.49%6.44%-30.36%-9.21%-31.62%22.25%-30.68%-3.23%21.61%-26.46%-22.81%-78.17%
2021153.81%37.10%4.02%105.91%-17.46%-26.07%13.07%17.68%-35.39%6.11%26.66%-23.75%300.72%
202023.76%3.02%-46.50%14.53%36.71%-0.23%21.93%22.24%-16.38%-8.08%8.00%3.08%35.91%
2019-18.84%82.70%5.31%-23.71%36.21%-14.41%-4.92%-21.05%-3.58%15.36%0.48%-18.47%-5.02%
201844.49%-25.82%-49.69%102.63%-28.22%-29.47%14.82%-26.76%10.66%23.43%-40.96%25.58%-52.90%
20177.97%1,122.48%-16.92%53.58%151.71%4,138.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MKR-USD is 80, placing it in the top 20% 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 MKR-USD is 8080
MKR-USD (Maker)
The Sharpe Ratio Rank of MKR-USD is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of MKR-USD is 7979Sortino Ratio Rank
The Omega Ratio Rank of MKR-USD is 7575Omega Ratio Rank
The Calmar Ratio Rank of MKR-USD is 8181Calmar Ratio Rank
The Martin Ratio Rank of MKR-USD is 8383Martin 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 Maker (MKR-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MKR-USD
Sharpe ratio
The chart of Sharpe ratio for MKR-USD, currently valued at 3.28, compared to the broader market0.002.004.006.008.0010.0012.003.28
Sortino ratio
The chart of Sortino ratio for MKR-USD, currently valued at 3.57, compared to the broader market0.001.002.003.004.005.003.57
Omega ratio
The chart of Omega ratio for MKR-USD, currently valued at 1.36, compared to the broader market1.001.101.201.301.401.501.36
Calmar ratio
The chart of Calmar ratio for MKR-USD, currently valued at 1.91, compared to the broader market2.004.006.008.0010.0012.0014.001.91
Martin ratio
The chart of Martin ratio for MKR-USD, currently valued at 19.91, compared to the broader market0.0020.0040.0060.0080.0019.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market0.002.004.006.008.0010.0012.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market0.001.002.003.004.005.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market1.001.101.201.301.401.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market2.004.006.008.0010.0012.0014.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.0020.0040.0060.0080.009.02

Sharpe Ratio

The current Maker Sharpe ratio is 3.28. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Maker 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 Ratio0.002.004.006.008.00December2024FebruaryMarchAprilMay
3.28
2.35
MKR-USD (Maker)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-55.86%
-0.15%
MKR-USD (Maker)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Maker. 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 Maker was 91.67%, occurring on Jan 3, 2023. The portfolio has not yet recovered.

The current Maker drawdown is 55.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.67%May 4, 2021610Jan 3, 2023
-88.35%Jan 21, 2018786Mar 16, 2020323Feb 2, 20211109
-40.97%Dec 20, 20173Dec 22, 201722Jan 13, 201825
-33.49%Feb 13, 202140Mar 24, 202122Apr 15, 202162
-26.47%Jan 14, 20184Jan 17, 20181Jan 18, 20185

Volatility

Volatility Chart

The current Maker volatility is 19.50%, 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%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
19.50%
3.35%
MKR-USD (Maker)
Benchmark (^GSPC)