$4.31
-0.06 (-1.37%)
USD · as of 2026-08-21 · marketstack
From 227 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 118.06% | Sharpe | −0.46 |
| Sortino | −0.68 |
Only 11 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −86.37% | Ulcer Index | 72.82 |
| MTD | 6.16% | QTD | 17.44% |
| YTD | −7.71% | Since inception | −66.85% |
| Skewness | 0.79 | Excess Kurtosis | 6.95 |
| Omega (θ=0) | 0.92 | Tail Ratio | 1.15 |
| Gain/Pain | −0.08 | Hit Rate | 42.29% |
| Win/Loss | 1.19 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.49% | -20.65% | -12.45% | -17.51% |
| CVaR (ES) | -16.13% | -25.89% | -15.55% | -20.03% |
| VaR (Cornish-Fisher) | — | — | -9.65% | -23.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.37% | 2025-09-15 | 2026-04-10 | ongoing | 143 | — |
Worst depth first · lengths in trading days.