$0.13
+0.00 (+0.16%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 138.12% | Sharpe | −1.27 |
| Sortino | −1.81 |
| Beta | −1.43 | Correlation | −0.21 |
| Up capture | −601.98% | Down capture | 91.41% |
| Max Drawdown | −99.97% | Ulcer Index | 91.50 |
| MTD | −5.86% | QTD | −25.48% |
| YTD | −52.75% | Window (ann., 3.0y) | −93.66% |
| Skewness | 0.66 | Excess Kurtosis | 17.41 |
| Omega (θ=0) | 0.76 | Tail Ratio | 0.87 |
| Gain/Pain | −0.24 | Hit Rate | 40.48% |
| Win/Loss | 1.04 | Upside Potential | 0.37 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.44% | -24.63% | -15.01% | -20.94% |
| CVaR (ES) | -19.27% | -36.49% | -18.64% | -23.88% |
| VaR (Cornish-Fisher) | — | — | -10.23% | -50.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.97% | 2023-08-18 | 2026-08-18 | ongoing | 745 | — |
Worst depth first · lengths in trading days.