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NEAR Protocol (NEAR-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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NEAR Protocol

Popular comparisons: NEAR-USD vs. MATIC-USD, NEAR-USD vs. BTC-USD, NEAR-USD vs. ATOM-USD, NEAR-USD vs. CRO-USD, NEAR-USD vs. ADA-USD, NEAR-USD vs. ETH-USD, NEAR-USD vs. SOL-USD, NEAR-USD vs. XRP-USD, NEAR-USD vs. LTC-USD, NEAR-USD vs. DOGE-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NEAR Protocol, 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%200.00%400.00%600.00%800.00%December2024FebruaryMarchAprilMay
577.09%
40.41%
NEAR-USD (NEAR Protocol)
Benchmark (^GSPC)

S&P 500

Returns By Period

NEAR Protocol had a return of 86.37% year-to-date (YTD) and 319.05% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date86.37%8.76%
1 month-7.56%-0.28%
6 months361.24%18.36%
1 year319.05%25.94%
5 years (annualized)N/A12.51%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-22.74%37.15%88.69%-15.36%
202317.65%40.98%94.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NEAR-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 NEAR-USD is 9696
NEAR-USD (NEAR Protocol)
The Sharpe Ratio Rank of NEAR-USD is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 9797Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 9696Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 9696Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 9797Martin 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 NEAR Protocol (NEAR-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NEAR-USD
Sharpe ratio
The chart of Sharpe ratio for NEAR-USD, currently valued at 9.43, compared to the broader market0.002.004.006.008.0010.009.43
Sortino ratio
The chart of Sortino ratio for NEAR-USD, currently valued at 5.00, compared to the broader market0.001.002.003.004.005.005.00
Omega ratio
The chart of Omega ratio for NEAR-USD, currently valued at 1.52, compared to the broader market1.001.101.201.301.401.501.52
Calmar ratio
The chart of Calmar ratio for NEAR-USD, currently valued at 9.76, compared to the broader market2.004.006.008.0010.0012.0014.009.76
Martin ratio
The chart of Martin ratio for NEAR-USD, currently valued at 62.46, compared to the broader market0.0020.0040.0060.0080.0062.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.006.008.0010.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.001.002.003.004.005.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.101.201.301.401.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market2.004.006.008.0010.0012.0014.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.40, compared to the broader market0.0020.0040.0060.0080.008.40

Sharpe Ratio

The current NEAR Protocol Sharpe ratio is 9.43. 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 NEAR Protocol 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 Ratio0.005.0010.0015.00December2024FebruaryMarchAprilMay
9.43
2.19
NEAR-USD (NEAR Protocol)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-66.41%
-1.27%
NEAR-USD (NEAR Protocol)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NEAR Protocol. 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 NEAR Protocol was 95.13%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current NEAR Protocol drawdown is 66.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.13%Jan 15, 2022643Oct 19, 2023
-77.23%Mar 14, 2021129Jul 20, 202149Sep 7, 2021178
-43.22%Oct 27, 202141Dec 6, 202117Dec 23, 202158
-38.64%Sep 9, 202120Sep 28, 202127Oct 25, 202147
-29.97%Feb 14, 202110Feb 23, 202114Mar 9, 202124

Volatility

Volatility Chart

The current NEAR Protocol volatility is 35.52%, 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%50.00%60.00%December2024FebruaryMarchAprilMay
35.52%
4.08%
NEAR-USD (NEAR Protocol)
Benchmark (^GSPC)