$1.22
-0.19 (-13.48%)
USD · as of 2026-08-19 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 122.58% | Sharpe | −0.16 |
| Sortino | −0.24 |
| Beta | 2.32 | Correlation | 0.28 |
| Up capture | 71.70% | Down capture | 406.15% |
| Max Drawdown | −98.12% | Ulcer Index | 89.42 |
| MTD | 35.56% | QTD | 22.00% |
| YTD | 121.82% | Window (ann., 3.0y) | −61.72% |
| Skewness | 0.41 | Excess Kurtosis | 9.07 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.23 |
| Gain/Pain | −0.03 | Hit Rate | 43.28% |
| Win/Loss | 1.12 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.73% | -18.39% | -12.78% | -18.04% |
| CVaR (ES) | -16.16% | -30.20% | -16.01% | -20.66% |
| VaR (Cornish-Fisher) | — | — | -10.44% | -31.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.12% | 2023-08-29 | 2026-02-17 | ongoing | 618 | — |
| -1.31% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.