$0.20
-0.05 (-19.02%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 152.68% | Sharpe | −0.75 |
| Sortino | −1.02 |
| Beta | 1.99 | Correlation | 0.21 |
| Up capture | −87.92% | Down capture | 838.58% |
| Max Drawdown | −99.98% | Ulcer Index | 86.49 |
| MTD | −32.29% | QTD | −72.41% |
| YTD | −81.96% | Window (ann., 3.0y) | −91.32% |
Price only — no dividends, so this understates total return.
| Skewness | −0.22 | Excess Kurtosis | 14.08 |
| Omega (θ=0) | 0.85 | Tail Ratio | 0.92 |
| Gain/Pain | −0.15 | Hit Rate | 44.18% |
| Win/Loss | 1.04 | Upside Potential | 0.38 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.52% | -31.12% | -16.27% | -22.83% |
| CVaR (ES) | -23.92% | -46.24% | -20.29% | -26.09% |
| VaR (Cornish-Fisher) | — | — | -14.13% | -55.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.98% | 2024-03-18 | 2026-08-19 | ongoing | 602 | — |
| -37.99% | 2023-10-06 | 2023-11-13 | 2023-12-27 | 26 | 30 |
| -21.50% | 2023-08-30 | 2023-09-05 | 2023-09-18 | 3 | 9 |
| -17.93% | 2024-03-04 | 2024-03-08 | 2024-03-14 | 4 | 4 |
| -17.84% | 2024-01-26 | 2024-02-01 | 2024-02-05 | 4 | 2 |
| -13.18% | 2023-09-26 | 2023-09-29 | 2023-10-06 | 3 | 5 |
| -12.80% | 2023-08-25 | 2023-08-29 | 2023-08-30 | 2 | 1 |
| -11.93% | 2023-08-21 | 2023-08-23 | 2023-08-24 | 2 | 1 |
| -10.08% | 2024-01-04 | 2024-01-16 | 2024-01-19 | 7 | 3 |
| -8.01% | 2024-02-06 | 2024-02-13 | 2024-02-15 | 5 | 2 |
Worst depth first · lengths in trading days.