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

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
QTUM-USD vs. XT QTUM-USD vs. VGT QTUM-USD vs. SMH QTUM-USD vs. IGPT QTUM-USD vs. QYLD QTUM-USD vs. FBGX QTUM-USD vs. SCHG QTUM-USD vs. VOO QTUM-USD vs. IBM QTUM-USD vs. CIBR
Popular comparisons:
QTUM-USD vs. XT QTUM-USD vs. VGT QTUM-USD vs. SMH QTUM-USD vs. IGPT QTUM-USD vs. QYLD QTUM-USD vs. FBGX QTUM-USD vs. SCHG QTUM-USD vs. VOO QTUM-USD vs. IBM QTUM-USD vs. CIBR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in QTUM, 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%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
31.66%
10.43%
QTUM-USD (QTUM)
Benchmark (^GSPC)

Returns By Period

QTUM had a return of -8.85% year-to-date (YTD) and 0.10% in the last 12 months.


QTUM-USD

YTD

-8.85%

1M

-9.79%

6M

31.66%

1Y

0.10%

5Y*

16.27%

10Y*

N/A

^GSPC (Benchmark)

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-24.04%29.11%34.09%-24.71%-5.04%-25.29%-1.74%-11.27%14.58%-14.69%76.15%-8.85%
202346.59%19.91%-3.58%-8.42%-7.81%1.97%-3.48%-16.39%3.33%41.19%-3.94%22.91%102.84%
2022-30.34%6.63%27.81%-35.37%-21.73%-32.87%44.63%-23.29%-8.80%0.81%-21.94%-18.10%-78.98%
202146.74%47.87%94.64%59.17%-17.25%-38.17%4.33%55.28%-16.55%52.00%1.72%-45.64%290.83%
202031.56%-3.41%-40.54%26.74%13.58%-6.71%47.83%39.43%-28.00%-18.91%48.87%-23.72%38.67%
2019-14.06%13.13%40.07%-16.31%34.94%48.76%-37.60%-31.34%-19.01%26.55%-16.42%-10.80%-25.12%
2018-32.50%-37.75%-45.66%58.91%-41.02%-35.79%-19.05%-32.71%-16.66%-2.00%-47.33%7.03%-96.55%
20178.48%381.78%422.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QTUM-USD is 20, meaning it’s performing worse than 80% of other cryptocurrencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of QTUM-USD is 2020
Overall Rank
The Sharpe Ratio Rank of QTUM-USD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM-USD is 2424
Sortino Ratio Rank
The Omega Ratio Rank of QTUM-USD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of QTUM-USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of QTUM-USD is 2222
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 QTUM (QTUM-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 QTUM-USD, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.242.16
The chart of Sortino ratio for QTUM-USD, currently valued at 0.24, compared to the broader market0.002.004.000.242.87
The chart of Omega ratio for QTUM-USD, currently valued at 1.02, compared to the broader market1.001.201.401.601.021.40
The chart of Calmar ratio for QTUM-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.003.19
The chart of Martin ratio for QTUM-USD, currently valued at -0.58, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.5813.87
QTUM-USD
^GSPC

The current QTUM Sharpe ratio is -0.24. 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 QTUM 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
2.16
QTUM-USD (QTUM)
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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-96.42%
-0.82%
QTUM-USD (QTUM)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the QTUM. 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 QTUM was 98.90%, occurring on Mar 16, 2020. The portfolio has not yet recovered.

The current QTUM drawdown is 96.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.9%Jan 7, 2018800Mar 16, 2020
-28.64%Nov 29, 201712Dec 10, 20173Dec 13, 201715
-26.96%Dec 20, 20173Dec 22, 201715Jan 6, 201818
-6.96%Nov 10, 20173Nov 12, 20174Nov 16, 20177
-5.53%Nov 21, 20173Nov 23, 20173Nov 26, 20176

Volatility

Volatility Chart

The current QTUM volatility is 45.47%, 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%JulyAugustSeptemberOctoberNovemberDecember
45.47%
3.96%
QTUM-USD (QTUM)
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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