$0.63
-0.01 (-2.17%)
USD · as of 2026-08-19 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 134.64% | Sharpe | 0.05 |
| Sortino | 0.10 |
| Beta | −1.08 | Correlation | −0.13 |
| Up capture | −153.83% | Down capture | −74.00% |
| Max Drawdown | −84.13% | Ulcer Index | 56.21 |
| MTD | 67.20% | QTD | −3.07% |
| YTD | −39.23% | Window return | −51.01% |
| Skewness | 3.29 | Excess Kurtosis | 24.78 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.28 |
| Gain/Pain | 0.01 | Hit Rate | 41.77% |
| Win/Loss | 1.28 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.13% | -17.68% | -13.92% | -19.70% |
| CVaR (ES) | -14.55% | -22.01% | -17.47% | -22.58% |
| VaR (Cornish-Fisher) | — | — | -0.04% | -13.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.13% | 2025-10-07 | 2026-07-30 | ongoing | 200 | — |
| -20.93% | 2025-08-28 | 2025-09-10 | 2025-09-12 | 8 | 2 |
| -10.75% | 2025-09-24 | 2025-09-26 | 2025-10-07 | 2 | 7 |
| -6.04% | 2025-09-18 | 2025-09-19 | 2025-09-23 | 1 | 2 |
| -5.52% | 2025-09-12 | 2025-09-16 | 2025-09-18 | 2 | 2 |
| -5.04% | 2025-08-18 | 2025-08-21 | 2025-08-22 | 3 | 1 |
| -1.55% | 2025-08-22 | 2025-08-25 | 2025-08-26 | 1 | 1 |
Worst depth first · lengths in trading days.