$3.27
+0.09 (+2.83%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 122.34% | Sharpe | −0.40 |
| Sortino | −0.58 |
| Beta | 1.52 | Correlation | 0.20 |
| Up capture | −28.32% | Down capture | 547.92% |
| Max Drawdown | −98.44% | Ulcer Index | 73.05 |
| MTD | −0.61% | QTD | −21.01% |
| YTD | −88.49% | Window (ann., 3.0y) | −70.53% |
| Skewness | 0.47 | Excess Kurtosis | 4.94 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.19 |
| Gain/Pain | −0.07 | Hit Rate | 44.31% |
| Win/Loss | 1.11 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.73% | -19.34% | -12.87% | -18.12% |
| CVaR (ES) | -15.96% | -26.54% | -16.09% | -20.73% |
| VaR (Cornish-Fisher) | — | — | -11.04% | -23.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.44% | 2024-04-04 | 2026-08-17 | ongoing | 588 | — |
| -52.26% | 2023-08-21 | 2023-10-27 | 2023-12-27 | 48 | 41 |
| -40.88% | 2023-12-27 | 2024-02-01 | 2024-03-27 | 24 | 38 |
| -2.02% | 2024-03-27 | 2024-04-01 | 2024-04-02 | 2 | 1 |
Worst depth first · lengths in trading days.