$0.67
-0.00 (-0.15%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 83.77% | Sharpe | −0.30 |
| Sortino | −0.47 |
| Beta | 1.45 | Correlation | 0.27 |
| Up capture | −47.47% | Down capture | 194.56% |
| Max Drawdown | −93.03% | Ulcer Index | 67.44 |
| MTD | 8.23% | QTD | −16.37% |
| YTD | −21.34% | Window (ann., 3.0y) | −44.39% |
| Skewness | 1.25 | Excess Kurtosis | 6.22 |
| Omega (θ=0) | 0.95 | Tail Ratio | 1.08 |
| Gain/Pain | −0.05 | Hit Rate | 42.99% |
| Win/Loss | 1.17 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.61% | -10.74% | -8.78% | -12.38% |
| CVaR (ES) | -9.94% | -14.26% | -10.99% | -14.16% |
| VaR (Cornish-Fisher) | — | — | -6.08% | -12.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.03% | 2024-02-29 | 2026-01-29 | ongoing | 480 | — |
| -36.96% | 2023-10-17 | 2023-10-31 | 2024-01-09 | 10 | 47 |
| -22.41% | 2024-02-06 | 2024-02-15 | 2024-02-29 | 7 | 9 |
| -18.17% | 2024-01-09 | 2024-01-29 | 2024-02-05 | 13 | 5 |
| -7.82% | 2023-09-20 | 2023-10-02 | 2023-10-04 | 8 | 2 |
| -6.43% | 2023-08-18 | 2023-08-25 | 2023-09-06 | 5 | 7 |
| -2.51% | 2023-09-06 | 2023-09-07 | 2023-09-11 | 1 | 2 |
| -2.12% | 2023-10-09 | 2023-10-10 | 2023-10-11 | 1 | 1 |
| -1.84% | 2023-09-11 | 2023-09-14 | 2023-09-18 | 3 | 2 |
| -1.14% | 2023-10-13 | 2023-10-16 | 2023-10-17 | 1 | 1 |
Worst depth first · lengths in trading days.