RCAT Red Cat Inc...

Fundamental Data

Get detailed Fundamental insights of Red Cat Inc. and compare it to the S&P500.
YTD Return
RCAT +235.23%
vs.
SPY +18.46%
1-Year Return
RCAT +216.73%
vs.
SPY +27.00%
3-Year Return
RCAT +0.99%
vs.
SPY +5.68%

Worst 10 Drawdowns of RCAT

Started Recovered Drawdown Days
Feb 19, 2015 Sep 17, 2024 -99.98% 3499
Jan 27, 2015 Feb 13, 2015 -16.67% 18

RCAT vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

RCAT
S&P500
Metric RCAT S&P500
Cumulative Return -99.8% +174.09%
Compound Annual Growth Rate (CAGR) -35.62% +7.44%
Sharpe 0.89 0.67
Sortino 1.82 0.94
Max Drawdown -99.98% -34.1%
Longest Drawdown Days 3499 745
Volatility (ann.) 277.19% 17.83%
Correlation 5.59% -
R^2 0 -
Calmar -0.36 0.22
Skew 4.00 -0.55
Kurtosis 35.30 12.49
Expected Daily -0.25% +0.04%
Expected Monthly -5.15% +0.87%
Expected Yearly -46.15% +10.61%
Kelly Criterion 10.94% 3.34%
Risk of Ruin 0% 0%
Daily Value-at-Risk -27.75% -1.80%
Expected Shortfall (cVaR) -27.75% -1.80%
Max Consecutive Wins 8 10
Max Consecutive Losses 6 8
Gain/Pain Ratio 0.30 0.14
Gain/Pain (1M) 2.69 0.78
Payoff Ratio 1.50 0.89
Profit Factor 1.30 1.14
Outlier Win Ratio 5.91 51.25
Outlier Loss Ratio 2.19 28.40
MTD -5.14% -0.11%
3M +183.65% +3.74%
6M +293.33% +10.44%
Best Day +233.33% +9.06%
Worst Day -75.41% -10.94%
Best Month +203.03% +12.70%
Worst Month -73.33% -13.00%
Best Year +324.00% +28.79%
Worst Year -96.58% -19.48%
Avg. Drawdown -58.32% -1.83%
Avg. Drawdown Days 1758 22
Recovery Factor 23.78 3.41
Ulcer Index 0.94 0.08
Avg. Up Month +35.01% +3.33%
Avg. Down Month -24.55% -4.49%
Win Days 46.57% 54.39%
Win Month 39.45% 66.67%
Win Quarter 35.14% 76.92%
Win Year 30.00% 70.00%

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