CYN Cyngn Inc.
Fundamental Data
Get detailed Fundamental insights of Cyngn 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 | -0.62 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of CYN
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Oct 29, 2021 | May 16, 2024 | -99.17% | 931 |
| Oct 26, 2021 | Oct 27, 2021 | -2.62% | 2 |
| Oct 22, 2021 | Oct 22, 2021 | -1.19% | 1 |
CYN vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between October 21, 2021 - May 16, 2024Annual Return (%)
CYN
S&P500
Metric CYN S&P500
| Cumulative Return | -98.3% | 16.86 % |
| Compound Annual Growth Rate (CAGR) | -66.52% | 4.27% |
| Sharpe | -0.44 | 0.42 |
| Sortino | -0.75 | 0.61 |
| Max Drawdown | -99.17% | -25.36% |
| Longest Drawdown Days | 931 | 745 |
| Volatility (ann.) | 144.85% | 18.23% |
| Correlation | -2.06% | - |
| R^2 | 0 | - |
| Calmar | -0.67 | 0.17 |
| Skew | 2.99 | -0.11 |
| Kurtosis | 27.76 | 1.52 |
| Expected Daily | -0.63% | 0.02% |
| Expected Monthly | -11.95% | 0.49% |
| Expected Yearly | -63.88% | 3.97% |
| Kelly Criterion | -11.43% | 3.63% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -15.26% | -1.86% |
| Expected Shortfall (cVaR) | -15.26% | -1.86% |
| Max Consecutive Wins | 6 | 10 |
| Max Consecutive Losses | 14 | 6 |
| Gain/Pain Ratio | -0.09 | 0.07 |
| Gain/Pain (1M) | -0.28 | 0.32 |
| Payoff Ratio | 1.17 | 1.02 |
| Profit Factor | 0.91 | 1.07 |
| Outlier Win Ratio | 2.75 | 19.48 |
| Outlier Loss Ratio | 2.26 | 13.00 |
| MTD | 13.11% | 5.32% |
| 3M | -38.24% | 5.31% |
| 6M | -36.04% | 17.57% |
| YTD | -12.92% | 11.23% |
| 1Y | -84.63% | 28.01% |
| 3Y (ann.) | -66.52% | 4.27% |
| Best Day | 96.30% | 5.50% |
| Worst Day | -47.00% | -4.35% |
| Best Month | 278.08% | 9.21% |
| Worst Month | -71.74% | -9.62% |
| Best Year | -12.92% | 24.29% |
| Worst Year | -85.02% | -19.48% |
| Avg. Drawdown | -34.33% | -2.37% |
| Avg. Drawdown Days | 311 | 42 |
| Recovery Factor | 1.64 | 0.78 |
| Ulcer Index | 0.86 | 0.12 |
| Avg. Up Month | 23.41% | 5.18% |
| Avg. Down Month | -30.49% | -4.83% |
| Win Days | 39.97% | 51.24% |
| Win Month | 37.50% | 59.38% |
| Win Quarter | 27.27% | 63.64% |
| Win Year | 0.00% | 75.00% |