KITT Nauticus Rob...

Fundamental Data

Get detailed Fundamental insights of Nauticus Robotics Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha -0.96 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of KITT

Started Recovered Drawdown Days
Sep 6, 2022 Jul 19, 2024 -99.12% 683
Jul 19, 2022 Sep 1, 2022 -3.42% 45
Dec 20, 2021 Mar 22, 2022 -1.49% 93
Oct 19, 2021 Nov 22, 2021 -1.00% 35
Nov 24, 2021 Dec 16, 2021 -0.95% 23
Aug 30, 2021 Sep 1, 2021 -0.56% 3
Aug 11, 2021 Aug 12, 2021 -0.31% 2
Apr 27, 2022 May 24, 2022 -0.24% 28
Aug 16, 2021 Aug 16, 2021 -0.20% 1
Oct 14, 2021 Oct 14, 2021 -0.20% 1

KITT vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between August 5, 2021 - July 19, 2024

Annual Return (%)

KITT
S&P500
Metric KITT S&P500
Cumulative Return -99.04% +25.06%
Compound Annual Growth Rate (CAGR) -66.25% +5.36%
Sharpe -0.82 0.52
Sortino -1.37 0.74
Max Drawdown -99.12% -25.36%
Longest Drawdown Days 683 745
Volatility (ann.) 118.18% 17.42%
Correlation -0.77% -
R^2 0 -
Calmar -0.67 0.21
Skew 4.71 -0.13
Kurtosis 58.46 1.78
Expected Daily -0.62% +0.03%
Expected Monthly -12.12% +0.62%
Expected Yearly -68.73% +5.75%
Kelly Criterion -11.52% -1.17%
Risk of Ruin 0% 0%
Daily Value-at-Risk -12.63% -1.77%
Expected Shortfall (cVaR) -12.63% -1.77%
Max Consecutive Wins 5 10
Max Consecutive Losses 9 6
Gain/Pain Ratio -0.20 0.09
Gain/Pain (1M) -0.68 0.40
Payoff Ratio 1.00 0.88
Profit Factor 0.80 1.09
Outlier Win Ratio 3.89 13.95
Outlier Loss Ratio 2.88 14.13
MTD -31.45% +0.88%
3M -58.53% +9.90%
6M -75.39% +15.22%
YTD -86.23% +15.50%
1Y -95.66% +20.87%
3Y (ann.) -66.76% +5.42%
Best Day +96.27% +5.50%
Worst Day -28.36% -4.35%
Best Month -28.36% -4.35%
Worst Month -65.62% -9.62%
Best Year +2.05% +24.29%
Worst Year -86.23% -19.48%
Avg. Drawdown -4.73% -2.07%
Avg. Drawdown Days 43 31
Recovery Factor 2.87 1.06
Ulcer Index 0.65 0.11
Avg. Up Month +3.47% +4.48%
Avg. Down Month -19.07% -6.50%
Win Days 44.18% 52.77%
Win Month 50.00% 61.11%
Win Quarter 38.46% 61.54%
Win Year 25.00% 75.00%