$10.28
+2.07 (+25.21%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.28% | Sharpe | −0.01 |
| Sortino | −0.02 |
| Beta | 2.86 | Correlation | 0.42 |
| Up capture | 141.49% | Down capture | 432.94% |
| Max Drawdown | −87.54% | Ulcer Index | 61.31 |
| MTD | 78.47% | QTD | 52.98% |
| YTD | 67.70% | Window (ann., 3.0y) | −29.72% |
| Skewness | −0.33 | Excess Kurtosis | 16.91 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.13 |
| Gain/Pain | −0.00 | Hit Rate | 47.66% |
| Win/Loss | 1.08 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.54% | -9.20% | -8.43% | -11.92% |
| CVaR (ES) | -9.83% | -17.91% | -10.57% | -13.65% |
| VaR (Cornish-Fisher) | — | — | -7.15% | -33.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.54% | 2024-06-05 | 2026-07-24 | ongoing | 531 | — |
| -45.79% | 2023-08-23 | 2023-11-13 | 2023-12-26 | 57 | 29 |
| -40.52% | 2024-02-27 | 2024-04-30 | 2024-06-05 | 44 | 25 |
| -15.23% | 2024-02-12 | 2024-02-21 | 2024-02-27 | 6 | 4 |
| -8.40% | 2024-01-23 | 2024-01-26 | 2024-02-01 | 3 | 4 |
| -6.37% | 2024-01-10 | 2024-01-11 | 2024-01-23 | 1 | 7 |
| -5.62% | 2024-01-02 | 2024-01-05 | 2024-01-10 | 3 | 3 |
| -4.37% | 2023-12-28 | 2023-12-29 | 2024-01-02 | 1 | 1 |
| -1.19% | 2024-02-06 | 2024-02-07 | 2024-02-08 | 1 | 1 |
| -0.15% | 2023-12-26 | 2023-12-27 | 2023-12-28 | 1 | 1 |
Worst depth first · lengths in trading days.