KWE KWESST Micro...

Fundamental Data

Get detailed Fundamental insights of KWESST Micro Systems Inc. and compare it to the S&P500.
YTD Return
KWE -82.22%
vs.
SPY +15.63%
1-Year Return
KWE -91.75%
vs.
SPY +21.81%
3-Year Return
KWE -78.35%
vs.
SPY +5.65%

Worst 10 Drawdowns of KWE

Started Recovered Drawdown Days
Sep 14, 2021 Sep 5, 2024 -99.90% 1088
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 - September 5, 2024

Annual Return (%)

KWE
S&P500
Metric KWE S&P500
Cumulative Return -99.78% +41.83%
Compound Annual Growth Rate (CAGR) -68.63% +6.83%
Sharpe -0.57 0.65
Sortino -0.86 0.93
Max Drawdown -99.9% -25.36%
Longest Drawdown Days 1088 751
Volatility (ann.) 137.34% 16.84%
Correlation 8.32% -
R^2 0.01 -
Calmar -0.69 0.27
Skew 2.53 -0.18
Kurtosis 40.22 1.79
Expected Daily -0.67% +0.04%
Expected Monthly -12.74% +0.78%
Expected Yearly -78.41% +9.13%
Kelly Criterion -2.07% 1.11%
Risk of Ruin 0% 0%
Daily Value-at-Risk -14.54% -1.70%
Expected Shortfall (cVaR) -14.54% -1.70%
Max Consecutive Wins 8 10
Max Consecutive Losses 7 6
Gain/Pain Ratio -0.11 0.12
Gain/Pain (1M) -0.44 0.55
Payoff Ratio 1.16 0.89
Profit Factor 0.89 1.12
Outlier Win Ratio 2.47 16.25
Outlier Loss Ratio 2.55 17.07
MTD +7.53% -2.50%
3M -60.83% +4.02%
6M -85.45% +7.28%
Best Day +117.15% +5.50%
Worst Day -46.60% -4.35%
Best Month +89.83% +9.21%
Worst Month -47.23% -9.62%
Best Year -7.79% +24.58%
Worst Year -96.20% -20.78%
Avg. Drawdown -30.83% -1.88%
Avg. Drawdown Days 188 23
Recovery Factor 2.85 1.58
Ulcer Index 0.82 0.11
Avg. Up Month +20.33% +3.31%
Avg. Down Month -22.17% -4.77%
Win Days 45.10% 53.33%
Win Month 31.11% 64.44%
Win Quarter 33.33% 73.33%
Win Year 0.00% 75.00%

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