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

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TrueUSD

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

Performance Chart


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S&P 500

Returns By Period

TrueUSD (TUSD-USD) returned 0.00% year-to-date (YTD) and -0.07% over the past 12 months.


TUSD-USD

YTD

0.00%

1M

0.00%

6M

-0.22%

1Y

-0.07%

3Y*

-0.07%

5Y*

-0.08%

10Y*

N/A

^GSPC (Benchmark)

YTD

-1.34%

1M

7.94%

6M

-2.79%

1Y

10.16%

3Y*

13.76%

5Y*

14.45%

10Y*

10.68%

*Annualized

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
20250.00%-0.17%0.08%0.06%0.03%0.00%
2024-1.04%1.29%-0.01%-0.20%0.02%-0.04%0.16%-0.04%-0.10%-0.61%1.02%-0.35%0.08%
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 26, 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 TUSD-USD is 2626
Overall Rank
The Sharpe Ratio Rank of TUSD-USD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TUSD-USD is 1212
Sortino Ratio Rank
The Omega Ratio Rank of TUSD-USD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of TUSD-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of TUSD-USD is 3636
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

TrueUSD Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: -0.02
  • 5-Year: -0.02
  • All Time: -0.02

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of TrueUSD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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.


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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 8.00%.


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 chart below shows the rolling one-month volatility.


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