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NEM (XEM-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Popular comparisons: XEM-USD vs. BTC-USD, XEM-USD vs. EMHY, XEM-USD vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NEM, 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
-46.14%
14.38%
XEM-USD (NEM)
Benchmark (^GSPC)

Returns By Period

NEM had a return of -51.41% year-to-date (YTD) and -47.51% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-51.41%25.82%
1 month5.76%3.20%
6 months-46.64%14.94%
1 year-47.51%35.92%
5 years (annualized)-14.06%14.22%
10 years (annualized)N/A11.43%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.57%16.97%23.72%-30.97%2.50%-59.59%53.84%-22.86%8.87%-16.35%-51.41%
202329.36%43.88%-25.01%-8.58%-9.79%-11.89%3.02%-18.91%8.51%20.91%12.09%9.87%36.89%
2022-16.61%5.48%9.46%-25.15%-39.88%-27.89%29.09%-11.01%-7.53%-4.33%-15.22%-13.76%-76.79%
202114.46%158.08%-36.61%-7.94%-44.65%-31.13%31.31%9.24%-23.93%30.46%-10.41%-28.33%-39.93%
202040.17%8.05%-24.93%11.49%3.54%1.13%23.17%169.80%-19.70%-15.23%95.88%8.29%536.81%
2019-37.08%5.99%29.27%1.62%74.93%-7.72%-26.94%-27.21%-15.38%0.27%-10.84%-11.95%-49.90%
2018-24.58%-48.48%-44.97%84.93%-40.05%-32.98%-0.99%-35.18%-8.08%-6.45%-17.14%-14.66%-93.80%
20172.60%356.18%368.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XEM-USD is 31, 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 XEM-USD is 3131
Combined Rank
The Sharpe Ratio Rank of XEM-USD is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of XEM-USD is 2222Sortino Ratio Rank
The Omega Ratio Rank of XEM-USD is 1616Omega Ratio Rank
The Calmar Ratio Rank of XEM-USD is 8585Calmar Ratio Rank
The Martin Ratio Rank of XEM-USD is 1414Martin 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 NEM (XEM-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XEM-USD
Sharpe ratio
The chart of Sharpe ratio for XEM-USD, currently valued at -0.77, compared to the broader market-0.500.000.501.001.50-0.77
Sortino ratio
The chart of Sortino ratio for XEM-USD, currently valued at -1.22, compared to the broader market-1.000.001.002.00-1.22
Omega ratio
The chart of Omega ratio for XEM-USD, currently valued at 0.87, compared to the broader market0.901.001.101.200.87
Calmar ratio
The chart of Calmar ratio for XEM-USD, currently valued at 0.23, compared to the broader market0.200.400.600.801.001.200.23
Martin ratio
The chart of Martin ratio for XEM-USD, currently valued at -1.27, compared to the broader market0.002.004.006.008.0010.00-1.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-0.500.000.501.001.503.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market-1.000.001.002.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.901.001.101.201.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.200.400.600.801.001.204.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.002.004.006.008.0010.0020.05

Sharpe Ratio

The current NEM Sharpe ratio is -0.77. 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 NEM 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
-0.77
3.08
XEM-USD (NEM)
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
-98.97%
0
XEM-USD (NEM)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NEM. 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 NEM was 99.32%, occurring on Jul 7, 2024. The portfolio has not yet recovered.

The current NEM drawdown is 98.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.32%Jan 8, 20182373Jul 7, 2024
-38.39%Dec 9, 20172Dec 10, 20176Dec 16, 20178
-21.59%Dec 6, 20172Dec 7, 20171Dec 8, 20173
-18.34%Nov 10, 20173Nov 12, 201715Nov 27, 201718
-18.23%Dec 22, 20171Dec 22, 20172Dec 24, 20173

Volatility

Volatility Chart

The current NEM volatility is 18.32%, 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%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
18.32%
3.89%
XEM-USD (NEM)
Benchmark (^GSPC)