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Waves USD

WAVES-USD
Cryptocurrency · Currency in USD

WAVES-USDPrice Chart


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S&P 500

WAVES-USDPerformance

The chart shows the growth of $10,000 invested in Waves USD on Jun 3, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $133,215 for a total return of roughly 1,232.15%. All prices are adjusted for splits and dividends.


WAVES-USD (Waves USD)
Benchmark (S&P 500)

WAVES-USDReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-33.57%
YTD160.86%
6M110.94%
1Y1,234.32%
5Y74.49%
10Y42.59%

WAVES-USDMonthly Returns Heatmap


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WAVES-USDSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Waves USD Sharpe ratio is 3.55. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


WAVES-USD (Waves USD)
Benchmark (S&P 500)

WAVES-USDDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


WAVES-USD (Waves USD)
Benchmark (S&P 500)

WAVES-USDWorst Drawdowns

The table below shows the maximum drawdowns of the Waves USD. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Waves USD is 96.67%, recorded on Dec 10, 2019. It took 482 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.67%Dec 22, 2017719Dec 10, 2019482Apr 9, 20211201
-91.84%Jun 11, 201653Aug 2, 2016290May 19, 2017343
-68.9%Jun 10, 201737Jul 16, 2017141Dec 4, 2017178
-63.45%May 6, 202124May 29, 2021
-51.68%Jun 3, 20162Jun 4, 20165Jun 9, 20167
-26.35%Apr 10, 202110Apr 19, 20217Apr 26, 202117
-18.22%May 25, 20173May 27, 20174May 31, 20177
-11.96%Dec 13, 20173Dec 15, 20173Dec 18, 20176
-8.11%Apr 28, 20211Apr 28, 20211Apr 29, 20212
-6.69%Jun 6, 20172Jun 7, 20171Jun 8, 20173

WAVES-USDVolatility Chart

Current Waves USD volatility is 88.90%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


WAVES-USD (Waves USD)
Benchmark (S&P 500)

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