$1.85
+0.05 (+2.78%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 121.54% | Sharpe | 0.08 |
| Sortino | 0.12 |
| Beta | 3.02 | Correlation | 0.27 |
| Up capture | 307.41% | Down capture | 759.74% |
| Max Drawdown | −93.78% | Ulcer Index | 72.96 |
| MTD | 5.71% | QTD | −0.54% |
| YTD | −46.53% | Window (ann., 3.0y) | −47.44% |
| Skewness | 1.23 | Excess Kurtosis | 20.66 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.23 |
| Gain/Pain | 0.02 | Hit Rate | 44.86% |
| Win/Loss | 1.18 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.67% | -20.46% | -12.56% | -17.77% |
| CVaR (ES) | -14.75% | -30.10% | -15.76% | -20.37% |
| VaR (Cornish-Fisher) | — | — | -6.47% | -43.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.78% | 2023-12-27 | 2025-04-08 | ongoing | 320 | — |
| -57.04% | 2023-08-23 | 2023-11-08 | 2023-12-22 | 54 | 31 |
Worst depth first · lengths in trading days.