$8.26
+0.73 (+9.69%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 117.30% | Sharpe | 0.22 |
| Sortino | 0.34 |
| Beta | 1.43 | Correlation | 0.15 |
| Up capture | 151.77% | Down capture | 212.83% |
| Max Drawdown | −95.02% | Ulcer Index | 77.55 |
| MTD | 10.13% | QTD | 169.93% |
| YTD | 163.06% | Window (ann., 3.0y) | −34.55% |
| Skewness | 1.62 | Excess Kurtosis | 27.24 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.27 |
| Gain/Pain | 0.04 | Hit Rate | 46.86% |
| Win/Loss | 1.12 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.99% | -14.85% | -12.05% | -17.09% |
| CVaR (ES) | -14.04% | -25.03% | -15.14% | -19.59% |
| VaR (Cornish-Fisher) | — | — | -4.21% | -47.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.02% | 2023-08-22 | 2025-03-31 | ongoing | 402 | — |
| -3.40% | 2023-08-18 | 2023-08-21 | 2023-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.