$1.52
+0.00 (+0.00%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 145.96% | Sharpe | −0.76 |
| Sortino | −1.55 |
| Beta | 0.47 | Correlation | 0.10 |
| Up capture | −260.28% | Down capture | 702.91% |
| Max Drawdown | −99.78% | Ulcer Index | 91.15 |
| MTD | 16.03% | QTD | 26.67% |
| YTD | −16.48% | Window (ann., 3.0y) | −84.15% |
| Skewness | 11.64 | Excess Kurtosis | 231.58 |
| Omega (θ=0) | 0.81 | Tail Ratio | 0.74 |
| Gain/Pain | −0.19 | Hit Rate | 40.99% |
| Win/Loss | 1.08 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.36% | -20.83% | -15.56% | -21.83% |
| CVaR (ES) | -14.96% | -24.65% | -19.41% | -24.95% |
| VaR (Cornish-Fisher) | — | — | 81.25% | 28.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.78% | 2023-08-21 | 2026-04-10 | ongoing | 661 | — |
Worst depth first · lengths in trading days.