SGN Signing Day ...

Fundamental Data

Get detailed Fundamental insights of Signing Day Sports Inc. and compare it to the S&P500.
YTD Return
SGN -89.91%
vs.
SPY +18.46%
1-Year Return
SGN -94.09%
vs.
SPY +25.48%
3-Year Return
SGN -90.19%
vs.
SPY +20.48%

Worst 10 Drawdowns of SGN

Started Recovered Drawdown Days
Nov 24, 2023 Sep 17, 2024 -94.93% 299

SGN vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between November 15, 2023 - September 17, 2024

Annual Return (%)

SGN
S&P500
Metric SGN S&P500
Cumulative Return -94.09% +25.48%
Compound Annual Growth Rate (CAGR) -90.19% +20.48%
Sharpe -1.76 2.29
Sortino -2.45 3.39
Max Drawdown -94.93% -8.41%
Longest Drawdown Days 299 63
Volatility (ann.) 138.22% 12.2%
Correlation 13.33% -
R^2 0.02 -
Calmar -0.95 2.44
Skew 0.85 -0.53
Kurtosis 5.02 1.39
Expected Daily -1.34% +0.11%
Expected Monthly -22.68% +2.08%
Expected Yearly -75.7% +12.02%
Kelly Criterion -29.26% 23.99%
Risk of Ruin 0% 0%
Daily Value-at-Risk -15.29% -1.15%
Expected Shortfall (cVaR) -15.29% -1.15%
Max Consecutive Wins 5 10
Max Consecutive Losses 10 6
Gain/Pain Ratio -0.27 0.47
Gain/Pain (1M) -0.87 5.70
Payoff Ratio 0.76 1.06
Profit Factor 0.73 1.47
Outlier Win Ratio 2.36 24.56
Outlier Loss Ratio 1.99 21.61
MTD -23.75% -0.11%
3M -61.13% +3.74%
6M -75.05% +10.44%
Best Day +44.87% +2.31%
Worst Day -30.12% -2.91%
Best Month +17.22% +5.22%
Worst Month -57.70% -4.03%
Best Year -41.45% +18.46%
Worst Year -89.91% +5.92%
Avg. Drawdown -94.93% -1.38%
Avg. Drawdown Days 299 9
Recovery Factor 2.14 2.78
Ulcer Index 0.79 0.02
Avg. Up Month +17.22% +5.06%
Avg. Down Month -17.62% -2.07%
Win Days 44.23% 60.95%
Win Month 9.09% 81.82%
Win Quarter 0.00% 100.00%
Win Year 0.00% 100.00%

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