$3.39
+0.19 (+5.94%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 82.05% | Sharpe | 0.07 |
| Sortino | 0.09 |
| Beta | 2.02 | Correlation | 0.32 |
| Up capture | 100.55% | Down capture | 265.95% |
| Max Drawdown | −82.62% | Ulcer Index | 49.06 |
| MTD | 23.27% | QTD | 30.89% |
| YTD | −4.78% | Window (ann., 3.0y) | −25.42% |
| Skewness | −0.65 | Excess Kurtosis | 10.59 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.09 |
| Gain/Pain | 0.01 | Hit Rate | 47.47% |
| Win/Loss | 1.06 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.16% | -11.51% | -8.48% | -12.00% |
| CVaR (ES) | -11.69% | -22.47% | -10.64% | -13.75% |
| VaR (Cornish-Fisher) | — | — | -8.29% | -26.45% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.62% | 2025-01-07 | 2026-07-16 | ongoing | 378 | — |
| -65.93% | 2023-12-19 | 2024-04-25 | 2024-12-23 | 87 | 167 |
| -38.31% | 2023-08-21 | 2023-10-23 | 2023-12-04 | 44 | 29 |
| -14.49% | 2024-12-26 | 2024-12-31 | 2025-01-06 | 3 | 3 |
| -3.78% | 2023-12-04 | 2023-12-12 | 2023-12-13 | 6 | 1 |
| -2.77% | 2024-12-23 | 2024-12-24 | 2024-12-26 | 1 | 1 |
| -0.57% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
Worst depth first · lengths in trading days.