$1.58
+0.03 (+1.94%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 113.83% | Sharpe | 0.33 |
| Sortino | 0.44 |
| Beta | 2.91 | Correlation | 0.36 |
| Up capture | 229.13% | Down capture | 535.98% |
| Max Drawdown | −83.81% | Ulcer Index | 50.60 |
| MTD | 2.60% | QTD | −25.82% |
| YTD | −69.50% | Window (ann., 3.0y) | −40.09% |
| Skewness | −2.78 | Excess Kurtosis | 40.35 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.27 |
| Gain/Pain | 0.08 | Hit Rate | 46.93% |
| Win/Loss | 1.14 | Upside Potential | 0.37 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.83% | -13.59% | -11.65% | -16.53% |
| CVaR (ES) | -14.97% | -37.45% | -14.64% | -18.96% |
| VaR (Cornish-Fisher) | — | — | -10.43% | -78.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.81% | 2023-08-30 | 2026-03-17 | ongoing | 637 | — |
| -1.67% | 2023-08-22 | 2023-08-24 | 2023-08-25 | 2 | 1 |
| -0.13% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.