$7.90
+0.00 (+0.01%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 188.58% | Sharpe | 0.08 |
| Sortino | 0.20 |
| Beta | 1.57 | Correlation | 0.14 |
| Up capture | 16.18% | Down capture | 234.48% |
| Max Drawdown | −98.22% | Ulcer Index | 68.10 |
| MTD | 0.51% | QTD | −22.89% |
| YTD | −31.66% | Window (ann., 3.0y) | −61.37% |
| Skewness | 13.41 | Excess Kurtosis | 284.43 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.05 |
| Gain/Pain | 0.02 | Hit Rate | 43.33% |
| Win/Loss | 1.25 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.33% | -20.03% | -19.48% | -27.57% |
| CVaR (ES) | -16.74% | -28.30% | -24.44% | -31.60% |
| VaR (Cornish-Fisher) | — | — | 134.09% | 103.31% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.22% | 2024-07-29 | 2026-05-12 | ongoing | 448 | — |
| -73.04% | 2023-09-28 | 2024-04-11 | 2024-07-26 | 134 | 73 |
| -14.40% | 2023-08-23 | 2023-09-05 | 2023-09-08 | 8 | 3 |
| -6.82% | 2023-09-08 | 2023-09-21 | 2023-09-25 | 9 | 2 |
Worst depth first · lengths in trading days.