AGBA AGBA Acquisi...

Fundamental Data

Get detailed Fundamental insights of AGBA Acquisition Limited and compare it to the S&P500.
YTD Return
AGBA +332.54%
vs.
SPY +18.46%
1-Year Return
AGBA +180.37%
vs.
SPY +27.00%
3-Year Return
AGBA -32.33%
vs.
SPY +5.68%

Worst 10 Drawdowns of AGBA

Started Recovered Drawdown Days
Nov 4, 2022 Sep 17, 2024 -97.19% 684
Jun 26, 2020 Jan 13, 2021 -5.70% 202
Jan 15, 2021 Jul 20, 2021 -3.35% 187
Mar 10, 2020 Apr 7, 2020 -1.48% 29
Sep 3, 2019 Nov 21, 2019 -1.40% 80
May 1, 2020 Jun 15, 2020 -1.17% 46
Apr 28, 2022 Aug 11, 2022 -0.97% 106
Oct 5, 2022 Oct 5, 2022 -0.96% 1
Nov 2, 2021 Nov 3, 2021 -0.55% 2
Nov 19, 2021 Feb 7, 2022 -0.54% 81

AGBA vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between August 1, 2019 - September 17, 2024

Annual Return (%)

AGBA
S&P500
Metric AGBA S&P500
Cumulative Return -78.79% +89.31%
Compound Annual Growth Rate (CAGR) -18.82% +8.96%
Sharpe 0.22 0.70
Sortino 0.47 0.97
Max Drawdown -97.19% -34.1%
Longest Drawdown Days 684 745
Volatility (ann.) 120.89% 20.94%
Correlation -0.1% -
R^2 0 -
Calmar -0.19 0.26
Skew 9.17 -0.56
Kurtosis 171.03 11.39
Expected Daily -0.12% +0.05%
Expected Monthly -2.47% +1.03%
Expected Yearly -22.77% +11.22%
Kelly Criterion 3.57% 8.52%
Risk of Ruin 0% 0%
Daily Value-at-Risk -12.42% -2.11%
Expected Shortfall (cVaR) -12.42% -2.11%
Max Consecutive Wins 7 10
Max Consecutive Losses 9 7
Gain/Pain Ratio 0.09 0.14
Gain/Pain (1M) 0.36 0.80
Payoff Ratio 1.23 0.97
Profit Factor 1.09 1.14
Outlier Win Ratio 7.08 15.28
Outlier Loss Ratio 2.81 11.25
MTD -17.32% -0.11%
3M -32.69% +3.74%
6M +499.83% +10.44%
Best Day +157.50% +9.06%
Worst Day -50.89% -10.94%
Best Month +551.77% +12.70%
Worst Month -74.35% -13.00%
Best Year +332.54% +27.04%
Worst Year -86.03% -19.48%
Avg. Drawdown -3.57% -2.04%
Avg. Drawdown Days 48 19
Recovery Factor 1.41 2.20
Ulcer Index 0.52 0.10
Avg. Up Month +6.75% +4.60%
Avg. Down Month -17.58% -3.80%
Win Days 46.80% 54.93%
Win Month 63.33% 64.52%
Win Quarter 66.67% 71.43%
Win Year 66.67% 83.33%

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