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TrueUSD (TUSD-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Popular comparisons:
TUSD-USD vs. USDC-USD
Popular comparisons:
TUSD-USD vs. USDC-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TrueUSD, 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%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.16%
12.53%
TUSD-USD (TrueUSD)
Benchmark (^GSPC)

Returns By Period

TrueUSD had a return of 0.33% year-to-date (YTD) and 0.23% in the last 12 months.


TUSD-USD

YTD

0.33%

1M

0.50%

6M

0.16%

1Y

0.23%

5Y (annualized)

-0.33%

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 TUSD-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.04%1.29%-0.01%-0.20%0.02%-0.04%0.16%-0.04%-0.10%-0.61%0.33%
20230.04%-0.06%0.06%0.49%-0.51%-0.04%-0.08%-0.04%0.09%0.15%-0.19%-0.11%-0.20%
20220.15%-0.04%0.00%0.02%0.03%0.02%-0.08%0.06%-0.04%0.03%-0.07%0.02%0.10%
20210.06%0.08%0.19%-0.35%0.12%-0.01%-0.02%0.03%0.01%-0.05%-0.02%-0.09%-0.06%
20200.11%0.19%-0.73%0.65%-0.54%0.11%-0.01%0.41%-0.17%-0.45%0.15%-0.03%-0.33%
2019-0.23%0.36%-0.96%1.58%-1.96%0.25%-0.40%0.22%-0.04%0.35%-0.59%0.27%-1.19%
2018-1.10%-0.14%0.49%-0.58%0.22%0.30%0.14%-0.60%1.03%0.57%0.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TUSD-USD is 52, suggesting that the investment has average results relative to other cryptocurrencies in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of TUSD-USD is 5252
Combined Rank
The Sharpe Ratio Rank of TUSD-USD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TUSD-USD is 5252
Sortino Ratio Rank
The Omega Ratio Rank of TUSD-USD is 5252
Omega Ratio Rank
The Calmar Ratio Rank of TUSD-USD is 1414
Calmar Ratio Rank
The Martin Ratio Rank of TUSD-USD is 7070
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 TrueUSD (TUSD-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 TUSD-USD, currently valued at -0.01, compared to the broader market0.001.002.00-0.012.53
The chart of Sortino ratio for TUSD-USD, currently valued at 0.01, compared to the broader market-1.000.001.002.003.000.013.39
The chart of Omega ratio for TUSD-USD, currently valued at 1.00, compared to the broader market0.901.001.101.201.301.401.001.47
The chart of Calmar ratio for TUSD-USD, currently valued at 0.00, compared to the broader market0.501.001.502.000.003.65
The chart of Martin ratio for TUSD-USD, currently valued at -0.02, compared to the broader market0.005.0010.00-0.0216.21
TUSD-USD
^GSPC

The current TrueUSD Sharpe ratio is -0.01. 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 TrueUSD 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.01
2.53
TUSD-USD (TrueUSD)
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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.76%
-0.53%
TUSD-USD (TrueUSD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the TrueUSD. 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 TrueUSD was 11.51%, occurring on Feb 28, 2024. The portfolio has not yet recovered.

The current TrueUSD drawdown is 7.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.51%May 22, 20182109Feb 28, 2024
-2.73%Mar 9, 20188Mar 16, 201866May 21, 201874
-0.66%Mar 7, 20181Mar 7, 20181Mar 8, 20182

Volatility

Volatility Chart

The current TrueUSD volatility is 0.95%, 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%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.95%
3.97%
TUSD-USD (TrueUSD)
Benchmark (^GSPC)