$1.08
+0.03 (+2.86%)
USD · as of 2026-08-18 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 85.83% | Sharpe | −0.20 |
| Sortino | −0.29 |
| Beta | 0.25 | Correlation | 0.05 |
| Up capture | −54.53% | Down capture | 98.17% |
| Max Drawdown | −92.43% | Ulcer Index | 71.81 |
| MTD | 29.05% | QTD | 10.20% |
| YTD | −20.59% | Window (ann., 3.0y) | −43.99% |
| Skewness | −1.22 | Excess Kurtosis | 21.26 |
| Omega (θ=0) | 0.96 | Tail Ratio | 1.40 |
| Gain/Pain | −0.04 | Hit Rate | 42.21% |
| Win/Loss | 1.21 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.62% | -9.32% | -8.96% | -12.65% |
| CVaR (ES) | -10.24% | -19.96% | -11.22% | -14.48% |
| VaR (Cornish-Fisher) | — | — | -8.36% | -41.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.43% | 2024-05-14 | 2026-08-05 | ongoing | 555 | — |
| -45.38% | 2023-09-11 | 2023-11-28 | 2024-02-26 | 55 | 60 |
| -31.24% | 2024-04-05 | 2024-04-25 | 2024-05-14 | 14 | 13 |
| -26.49% | 2024-02-29 | 2024-03-14 | 2024-03-20 | 10 | 4 |
| -14.89% | 2024-03-22 | 2024-03-28 | 2024-04-05 | 4 | 6 |
| -6.09% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
| -4.52% | 2023-08-18 | 2023-08-22 | 2023-08-29 | 2 | 5 |
| -3.16% | 2023-09-01 | 2023-09-07 | 2023-09-11 | 3 | 2 |
| -0.48% | 2024-02-26 | 2024-02-27 | 2024-02-29 | 1 | 2 |
Worst depth first · lengths in trading days.