$2.36
+0.00 (+0.00%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 85.41% | Sharpe | 0.49 |
| Sortino | 0.99 |
| Beta | −0.46 | Correlation | −0.11 |
| Up capture | 58.59% | Down capture | −75.11% |
| Max Drawdown | −70.24% | Ulcer Index | 34.11 |
| MTD | 5.83% | QTD | 9.77% |
| YTD | −9.23% | Window (ann., 3.0y) | 11.79% |
| Skewness | 7.44 | Excess Kurtosis | 118.17 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.07 |
| Gain/Pain | 0.13 | Hit Rate | 45.39% |
| Win/Loss | 1.19 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.46% | -10.02% | -8.68% | -12.35% |
| CVaR (ES) | -8.65% | -15.03% | -10.93% | -14.17% |
| VaR (Cornish-Fisher) | — | — | 21.13% | -19.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -70.24% | 2024-04-09 | 2025-04-07 | ongoing | 249 | — |
| -33.03% | 2023-10-18 | 2023-11-16 | 2024-04-09 | 21 | 97 |
| -14.04% | 2023-09-06 | 2023-09-14 | 2023-09-27 | 6 | 9 |
| -11.04% | 2023-10-06 | 2023-10-10 | 2023-10-12 | 2 | 2 |
| -4.47% | 2023-10-12 | 2023-10-13 | 2023-10-17 | 1 | 2 |
| -4.00% | 2023-08-24 | 2023-08-28 | 2023-09-05 | 2 | 5 |
| -0.58% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.