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SynthetixNetworkToken (SNX-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 SynthetixNetworkToken, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-40.73%
12.76%
SNX-USD (SynthetixNetworkToken)
Benchmark (^GSPC)

Returns By Period

SynthetixNetworkToken had a return of -60.58% year-to-date (YTD) and -41.55% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-60.58%25.48%
1 month-1.78%2.14%
6 months-40.73%12.76%
1 year-41.55%33.14%
5 years (annualized)13.74%13.96%
10 years (annualized)N/A11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-20.89%36.75%11.50%-43.14%7.37%-30.04%-17.08%-19.00%18.20%-12.27%-60.58%
202359.88%20.42%-7.78%-4.88%-4.46%-1.39%11.76%-24.81%8.12%8.56%46.15%16.76%167.73%
20223.81%-27.46%64.22%-35.71%-28.66%-27.12%56.47%-17.16%-19.61%5.63%-30.81%-16.94%-73.85%
2021138.27%8.19%-5.40%2.89%-26.93%-44.92%38.93%14.53%-17.70%5.12%-23.91%-28.06%-23.91%
2020-1.70%-26.89%-28.80%20.13%6.50%146.59%98.25%91.20%-36.04%-36.54%57.86%52.70%498.67%
20196.46%9.28%5.09%60.09%301.51%-11.08%-2.03%34.92%28.90%62.48%72.13%-5.08%3,060.14%
20187.08%48.34%-4.40%-37.43%-29.72%-50.42%-26.99%51.82%-53.23%-32.78%-88.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SNX-USD is 21, indicating that it is in the bottom 21% 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 SNX-USD is 2121
Combined Rank
The Sharpe Ratio Rank of SNX-USD is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of SNX-USD is 1010Sortino Ratio Rank
The Omega Ratio Rank of SNX-USD is 1212Omega Ratio Rank
The Calmar Ratio Rank of SNX-USD is 6262Calmar Ratio Rank
The Martin Ratio Rank of SNX-USD is 88Martin 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 SynthetixNetworkToken (SNX-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SNX-USD
Sharpe ratio
The chart of Sharpe ratio for SNX-USD, currently valued at -0.84, compared to the broader market-1.00-0.500.000.501.001.50-0.84
Sortino ratio
The chart of Sortino ratio for SNX-USD, currently valued at -1.62, compared to the broader market-2.00-1.000.001.002.00-1.62
Omega ratio
The chart of Omega ratio for SNX-USD, currently valued at 0.86, compared to the broader market0.800.901.001.101.200.86
Calmar ratio
The chart of Calmar ratio for SNX-USD, currently valued at 0.02, compared to the broader market0.200.400.600.801.001.201.400.02
Martin ratio
The chart of Martin ratio for SNX-USD, currently valued at -1.33, compared to the broader market0.002.004.006.008.00-1.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-1.00-0.500.000.501.001.502.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.00-1.000.001.002.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.800.901.001.101.201.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.200.400.600.801.001.201.404.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.002.004.006.008.0018.80

Sharpe Ratio

The current SynthetixNetworkToken Sharpe ratio is -0.84. 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 SynthetixNetworkToken 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.84
2.91
SNX-USD (SynthetixNetworkToken)
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%JuneJulyAugustSeptemberOctoberNovember
-94.37%
-0.27%
SNX-USD (SynthetixNetworkToken)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SynthetixNetworkToken. 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 SynthetixNetworkToken was 95.55%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current SynthetixNetworkToken drawdown is 94.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.55%Feb 13, 20211272Aug 7, 2024
-95.4%May 21, 2018230Jan 5, 2019292Oct 24, 2019522
-74.07%Nov 25, 2019109Mar 12, 2020102Jun 22, 2020211
-65.5%Sep 1, 202064Nov 3, 202051Dec 24, 2020115
-25.02%Jul 21, 20207Jul 27, 20204Jul 31, 202011

Volatility

Volatility Chart

The current SynthetixNetworkToken volatility is 27.66%, 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%JuneJulyAugustSeptemberOctoberNovember
27.66%
3.75%
SNX-USD (SynthetixNetworkToken)
Benchmark (^GSPC)