PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NEAR Protocol (NEAR-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.


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


-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
1.04%
9.66%
NEAR-USD (NEAR Protocol)
Benchmark (^GSPC)

Returns By Period

NEAR Protocol had a return of 48.62% year-to-date (YTD) and 42.43% in the last 12 months.


NEAR-USD

YTD

48.62%

1M

-12.36%

6M

1.04%

1Y

42.43%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-22.74%37.15%88.69%-15.36%17.26%-26.85%-5.80%-19.21%31.18%-23.48%72.98%48.62%
202385.77%-4.43%-10.63%-2.79%-19.13%-11.64%-1.02%-15.68%-1.81%17.65%40.98%94.21%190.96%
2022-24.38%-12.49%36.88%-22.10%-42.55%-43.89%27.15%3.13%-18.59%-12.66%-44.61%-27.06%-91.43%
202152.49%76.80%59.17%-7.26%-40.00%-37.39%15.30%120.61%30.48%46.78%-14.10%67.81%949.66%
202038.83%38.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NEAR-USD is 47, indicating average performance compared to other cryptocurrencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NEAR-USD is 4747
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 5151
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 3636
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 4848
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for NEAR-USD, currently valued at 0.06, compared to the broader market0.002.004.006.008.000.062.07
The chart of Sortino ratio for NEAR-USD, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.005.000.832.76
The chart of Omega ratio for NEAR-USD, currently valued at 1.07, compared to the broader market1.001.201.401.601.081.39
The chart of Calmar ratio for NEAR-USD, currently valued at 0.01, compared to the broader market2.004.006.000.013.05
The chart of Martin ratio for NEAR-USD, currently valued at 0.16, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.1613.27
NEAR-USD
^GSPC

The current NEAR Protocol Sharpe ratio is 0.06. 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 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
0.06
2.07
NEAR-USD (NEAR Protocol)
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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.21%
-1.91%
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 73.21%.


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 31.96%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
31.96%
3.82%
NEAR-USD (NEAR Protocol)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab