$9.60
+0.88 (+10.09%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 135.75% | Sharpe | 0.44 |
| Sortino | 0.67 |
| Beta | 0.52 | Correlation | 0.06 |
| Up capture | 46.76% | Down capture | −20.47% |
| Max Drawdown | −90.66% | Ulcer Index | 73.37 |
| MTD | 14.56% | QTD | −16.38% |
| YTD | −46.93% | Window (ann., 3.0y) | −36.41% |
| Skewness | 0.65 | Excess Kurtosis | 32.88 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.20 |
| Gain/Pain | 0.10 | Hit Rate | 48.53% |
| Win/Loss | 1.13 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.79% | -16.80% | -13.83% | -19.65% |
| CVaR (ES) | -16.70% | -35.67% | -17.40% | -22.55% |
| VaR (Cornish-Fisher) | — | — | -6.51% | -79.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -90.66% | 2023-09-22 | 2026-02-20 | ongoing | 604 | — |
| -11.90% | 2023-09-11 | 2023-09-13 | 2023-09-20 | 2 | 5 |
| -5.96% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
| -5.37% | 2023-08-18 | 2023-08-21 | 2023-08-23 | 1 | 2 |
| -3.95% | 2023-08-28 | 2023-08-30 | 2023-09-01 | 2 | 2 |
| -2.58% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
| -2.55% | 2023-09-06 | 2023-09-08 | 2023-09-11 | 2 | 1 |
Worst depth first · lengths in trading days.