KWE KWESST Micro...

Fundamental Data

Get detailed Fundamental insights of KWESST Micro Systems 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 -0.68 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of KWE

Started Recovered Drawdown Days
Sep 14, 2021 Jul 19, 2024 -99.77% 1040
Feb 4, 2021 Jul 26, 2021 -62.28% 173
Aug 6, 2021 Sep 8, 2021 -21.56% 34
Jan 26, 2021 Feb 1, 2021 -20.51% 7
Jul 30, 2021 Aug 4, 2021 -7.76% 6
Jan 15, 2021 Jan 22, 2021 -2.96% 8
Jan 12, 2021 Jan 12, 2021 -0.86% 1

KWE vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 11, 2021 - July 19, 2024

Annual Return (%)

KWE
S&P500
Metric KWE S&P500
Cumulative Return -99.47% +41.67%
Compound Annual Growth Rate (CAGR) -64.26% +7.07%
Sharpe -0.45 0.68
Sortino -0.69 0.97
Max Drawdown -99.77% -25.36%
Longest Drawdown Days 1040 751
Volatility (ann.) 136.72% 16.76%
Correlation 7.8% -
R^2 0.01 -
Calmar -0.64 0.28
Skew 2.75 -0.17
Kurtosis 42.03 1.88
Expected Daily -0.59% +0.04%
Expected Monthly -11.49% +0.81%
Expected Yearly -73.06% +9.1%
Kelly Criterion -0.27% 1.67%
Risk of Ruin 0% 0%
Daily Value-at-Risk -14.41% -1.69%
Expected Shortfall (cVaR) -14.41% -1.69%
Max Consecutive Wins 8 10
Max Consecutive Losses 7 6
Gain/Pain Ratio -0.09 0.12
Gain/Pain (1M) -0.37 0.57
Payoff Ratio 1.20 0.91
Profit Factor 0.91 1.12
Outlier Win Ratio 2.49 16.45
Outlier Loss Ratio 2.47 16.43
MTD -16.18% +0.88%
3M -44.57% +9.90%
6M -73.42% +15.22%
YTD -56.89% +15.50%
1Y -85.19% +20.87%
3Y (ann.) -73.63% +5.02%
Best Day +117.15% +5.50%
Worst Day -46.60% -4.35%
Best Month -46.60% -4.35%
Worst Month -43.80% -9.62%
Best Year -7.79% +24.58%
Worst Year -96.20% -20.78%
Avg. Drawdown -30.81% -1.77%
Avg. Drawdown Days 181 22
Recovery Factor 2.15 1.57
Ulcer Index 0.82 0.11
Avg. Up Month +20.33% +3.31%
Avg. Down Month -22.17% -4.77%
Win Days 45.27% 53.29%
Win Month 30.23% 65.12%
Win Quarter 33.33% 73.33%
Win Year 0.00% 75.00%