AMST Amesite Inc.
Fundamental Data
Get detailed Fundamental insights of Amesite Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | -0.11 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of AMST
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Feb 22, 2021 | May 17, 2024 | -98.26% | 1181 |
| Dec 18, 2020 | Feb 2, 2021 | -22.96% | 47 |
| Sep 29, 2020 | Nov 13, 2020 | -14.61% | 46 |
| Nov 20, 2020 | Dec 3, 2020 | -13.73% | 14 |
| Feb 8, 2021 | Feb 12, 2021 | -12.97% | 5 |
| Dec 7, 2020 | Dec 16, 2020 | -9.94% | 10 |
| Nov 17, 2020 | Nov 17, 2020 | -0.21% | 1 |
AMST vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between September 28, 2020 - May 17, 2024Annual Return (%)
AMST
S&P500
Metric AMST S&P500
| Cumulative Return | -94% | 61.06 % |
| Compound Annual Growth Rate (CAGR) | -41.39% | 9.47% |
| Sharpe | 0.01 | 0.86 |
| Sortino | 0.02 | 1.23 |
| Max Drawdown | -98.26% | -25.36% |
| Longest Drawdown Days | 1181 | 745 |
| Volatility (ann.) | 130.62% | 17.03% |
| Correlation | 11.26% | - |
| R^2 | 0.01 | - |
| Calmar | -0.42 | 0.37 |
| Skew | 2.71 | -0.18 |
| Kurtosis | 27.36 | 1.68 |
| Expected Daily | -0.31% | 0.05% |
| Expected Monthly | -6.06% | 1.06% |
| Expected Yearly | -43.03% | 10% |
| Kelly Criterion | -5.53% | 5.34% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -13.53% | -1.71% |
| Expected Shortfall (cVaR) | -13.53% | -1.71% |
| Max Consecutive Wins | 7 | 10 |
| Max Consecutive Losses | 13 | 6 |
| Gain/Pain Ratio | 0.00 | 0.16 |
| Gain/Pain (1M) | 0.01 | 0.75 |
| Payoff Ratio | 1.12 | 0.99 |
| Profit Factor | 1.00 | 1.16 |
| Outlier Win Ratio | 2.60 | 17.08 |
| Outlier Loss Ratio | 2.23 | 12.79 |
| MTD | 7.74% | 5.47% |
| 3M | 51.00% | 5.99% |
| 6M | 73.27% | 17.60% |
| YTD | 67.11% | 11.39% |
| 1Y | -3.34% | 29.06% |
| 3Y (ann.) | -40.39% | 5.51% |
| Best Day | 81.60% | 5.50% |
| Worst Day | -51.40% | -4.35% |
| Best Month | 122.86% | 10.88% |
| Worst Month | -41.67% | -9.62% |
| Best Year | 67.11% | 27.04% |
| Worst Year | -83.01% | -19.48% |
| Avg. Drawdown | -24.67% | -1.71% |
| Avg. Drawdown Days | 186 | 19 |
| Recovery Factor | 0.05 | 2.09 |
| Ulcer Index | 0.85 | 0.10 |
| Avg. Up Month | 22.97% | 4.16% |
| Avg. Down Month | -21.16% | -4.10% |
| Win Days | 44.26% | 52.84% |
| Win Month | 35.56% | 64.44% |
| Win Quarter | 25.00% | 75.00% |
| Win Year | 40.00% | 80.00% |