Performance analysis of System1 (SST)
Annual Return
Over the past 3 years, SST has had an average annual return of -64.82%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, SST has had an average annual return of -55.44%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Aug 7, 2020, SST has had an average annual return of -49.35%, underperforming the benchmark SPY, which returned +16.07% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -55.50% | -56.41% | -59.52% | -52.66% | -52.91% | -7.69% | +7.68% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.28% | -16.67% | -8.79% | +7.31% | -7.74% | -22.48% | -24.68% | -55.50% | |||||
| 2025 | -27.20% | -18.99% | -27.98% | +51.44% | -38.65% | +55.93% | +12.50% | +14.49% | -1.13% | -19.77% | -33.16% | +3.71% | -56.41% |
| 2024 | -18.95% | -7.18% | +17.34% | -12.73% | -25.19% | +18.79% | -10.55% | -8.77% | -9.69% | -12.52% | +7.16% | -14.41% | -59.52% |
| 2023 | +1.07% | -7.19% | -2.28% | -33.02% | +21.19% | +28.94% | -36.45% | -37.77% | -31.98% | -4.14% | +27.55% | +50.03% | -52.66% |
| 2022 | -3.21% | +38.27% | +8.86% | -12.89% | -19.70% | -31.33% | +17.94% | +34.42% | -43.08% | -17.64% | +0.97% | -10.33% | -52.91% |
| 2021 | -0.36% | -1.12% | -6.31% | +0.30% | -1.91% | +1.02% | -0.10% | +0% | +0.20% | +0.51% | -0.40% | +0.40% | -7.69% |
| 2020 | -0.70% | +2.32% | -2.85% | +1.52% | +7.47% | +7.68% |
Drawdown analysis of System1 (SST)
The maximum drawdown for the SST was -99.49%, occurring on Mar 26, 2026. This drawdown has not yet recovered.
The current SST drawdown is -99.35%.
Since Aug 7, 2020 SST has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.49% | Apr 7, 2022 | 994 | Mar 26, 2026 | Ongoing | Ongoing | Ongoing |
| -29.03% | Jan 25, 2021 | 250 | Jan 20, 2022 | 10 | Feb 3, 2022 | 260 |
| -18.51% | Mar 10, 2022 | 9 | Mar 23, 2022 | 9 | Apr 5, 2022 | 18 |
| -15.16% | Feb 9, 2022 | 1 | Feb 10, 2022 | 6 | Feb 18, 2022 | 7 |
| -9.05% | Feb 3, 2022 | 2 | Feb 7, 2022 | 1 | Feb 8, 2022 | 3 |
| -8.25% | Aug 17, 2020 | 60 | Nov 10, 2020 | 29 | Dec 22, 2020 | 89 |
| -4.50% | Dec 24, 2020 | 7 | Jan 6, 2021 | 12 | Jan 25, 2021 | 19 |
| -3.20% | Feb 18, 2022 | 2 | Feb 23, 2022 | 1 | Feb 24, 2022 | 3 |
| -1.99% | Mar 1, 2022 | 2 | Mar 3, 2022 | 1 | Mar 4, 2022 | 3 |
| -1.72% | Apr 5, 2022 | 1 | Apr 6, 2022 | 1 | Apr 7, 2022 | 2 |
| -0.30% | Aug 10, 2020 | 1 | Aug 11, 2020 | 2 | Aug 13, 2020 | 3 |