KITT Nauticus Rob...

Fundamental Data

Get detailed Fundamental insights of Nauticus Robotics Inc. and compare it to the S&P500.
YTD Return
KITT -94.18%
vs.
SPY +15.63%
1-Year Return
KITT -98.03%
vs.
SPY +21.81%
3-Year Return
KITT -72.93%
vs.
SPY +6.05%

Worst 10 Drawdowns of KITT

Started Recovered Drawdown Days
Sep 6, 2022 Sep 5, 2024 -99.63% 731
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 - September 5, 2024

Annual Return (%)

KITT
S&P500
Metric KITT S&P500
Cumulative Return -99.6% +25.2%
Compound Annual Growth Rate (CAGR) -70.84% +5.15%
Sharpe -0.96 0.51
Sortino -1.57 0.72
Max Drawdown -99.63% -25.36%
Longest Drawdown Days 731 745
Volatility (ann.) 119.59% 17.48%
Correlation 0.81% -
R^2 0 -
Calmar -0.71 0.2
Skew 4.36 -0.15
Kurtosis 53.51 1.69
Expected Daily -0.71% +0.03%
Expected Monthly -13.5% +0.59%
Expected Yearly -74.79% +5.78%
Kelly Criterion -14.52% -0.61%
Risk of Ruin 0% 0%
Daily Value-at-Risk -12.85% -1.78%
Expected Shortfall (cVaR) -12.85% -1.78%
Max Consecutive Wins 5 10
Max Consecutive Losses 9 6
Gain/Pain Ratio -0.22 0.09
Gain/Pain (1M) -0.73 0.39
Payoff Ratio 0.94 0.88
Profit Factor 0.78 1.09
Outlier Win Ratio 3.76 13.87
Outlier Loss Ratio 2.65 13.90
MTD -19.77% -2.50%
3M -65.70% +4.02%
6M -85.33% +7.28%
Best Day +96.27% +5.50%
Worst Day -28.36% -4.35%
Best Month +14.09% +9.21%
Worst Month -65.62% -9.62%
Best Year +2.05% +24.29%
Worst Year -94.18% -19.48%
Avg. Drawdown -5.20% -2.25%
Avg. Drawdown Days 50 33
Recovery Factor 3.56 1.07
Ulcer Index 0.67 0.11
Avg. Up Month +3.85% +4.62%
Avg. Down Month -16.77% -5.28%
Win Days 44.41% 52.84%
Win Month 42.11% 60.53%
Win Quarter 38.46% 61.54%
Win Year 25.00% 75.00%

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