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Tronix (TRX-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Popular comparisons:
TRX-USD vs. ETC-USD TRX-USD vs. BTC-USD TRX-USD vs. CRO-USD TRX-USD vs. LINK-USD TRX-USD vs. XLM-USD TRX-USD vs. AVAX-USD TRX-USD vs. ETH-USD TRX-USD vs. LTC-USD TRX-USD vs. BNB-USD TRX-USD vs. ATOM-USD
Popular comparisons:
TRX-USD vs. ETC-USD TRX-USD vs. BTC-USD TRX-USD vs. CRO-USD TRX-USD vs. LINK-USD TRX-USD vs. XLM-USD TRX-USD vs. AVAX-USD TRX-USD vs. ETH-USD TRX-USD vs. LTC-USD TRX-USD vs. BNB-USD TRX-USD vs. ATOM-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tronix, 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%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
77.38%
12.53%
TRX-USD (Tronix)
Benchmark (^GSPC)

Returns By Period

Tronix had a return of 90.21% year-to-date (YTD) and 100.62% in the last 12 months.


TRX-USD

YTD

90.21%

1M

27.79%

6M

77.38%

1Y

100.62%

5Y (annualized)

71.19%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.24%25.25%-12.51%-2.86%-6.19%11.11%3.43%22.41%-1.11%7.86%90.21%
202314.17%10.91%-4.92%2.63%11.79%1.22%2.33%-1.62%15.60%9.57%6.53%4.02%97.56%
2022-21.56%4.41%19.64%-15.04%34.13%-23.09%6.47%-8.03%-3.77%3.76%-13.72%-0.23%-27.72%
202117.78%44.44%102.23%43.24%-41.83%-11.41%-5.94%38.56%0.69%13.53%-4.84%-21.96%180.99%
202040.40%-10.99%-30.09%31.42%4.01%3.03%20.19%48.89%-11.06%-1.11%25.42%-16.98%101.66%
201935.08%-6.15%-1.44%1.90%37.76%-3.28%-29.62%-30.78%-6.66%37.00%-22.08%-14.18%-29.32%
201821.68%-20.39%-21.63%176.04%-35.44%-36.53%-11.70%-25.29%-12.55%0.12%-35.16%30.83%-57.93%
2017-4.27%1,894.30%1,809.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of TRX-USD is 99, placing it in the top 1% 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 TRX-USD is 9999
Combined Rank
The Sharpe Ratio Rank of TRX-USD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 100100
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 Tronix (TRX-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 TRX-USD, currently valued at 2.44, compared to the broader market0.001.002.002.442.53
The chart of Sortino ratio for TRX-USD, currently valued at 3.17, compared to the broader market-1.000.001.002.003.003.173.39
The chart of Omega ratio for TRX-USD, currently valued at 1.35, compared to the broader market0.901.001.101.201.301.401.351.47
The chart of Calmar ratio for TRX-USD, currently valued at 0.99, compared to the broader market0.501.001.502.000.993.65
The chart of Martin ratio for TRX-USD, currently valued at 15.29, compared to the broader market0.005.0010.0015.2916.21
TRX-USD
^GSPC

The current Tronix Sharpe ratio is 2.44. 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 Tronix 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.44
2.53
TRX-USD (Tronix)
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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.14%
-0.53%
TRX-USD (Tronix)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Tronix. 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 Tronix was 96.01%, occurring on Mar 12, 2020. The portfolio has not yet recovered.

The current Tronix drawdown is 7.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.01%Jan 6, 2018797Mar 12, 2020
-32.08%Dec 24, 20172Dec 25, 20178Jan 2, 201810
-23.93%Nov 10, 20173Nov 12, 20172Nov 14, 20175
-20.16%Nov 15, 20173Nov 17, 201719Dec 6, 201722
-20.07%Dec 21, 20172Dec 22, 20171Dec 23, 20173

Volatility

Volatility Chart

The current Tronix volatility is 17.13%, 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%JuneJulyAugustSeptemberOctoberNovember
17.13%
3.97%
TRX-USD (Tronix)
Benchmark (^GSPC)