$25.54
+3.20 (+14.32%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 99.71% | Sharpe | 0.42 |
| Sortino | 0.69 |
| Beta | −0.24 | Correlation | −0.04 |
| Up capture | 73.65% | Down capture | −15.16% |
| Max Drawdown | −89.67% | Ulcer Index | 56.04 |
| MTD | 20.47% | QTD | 13.26% |
| YTD | 275.59% | Window (ann., 3.0y) | −5.44% |
| Skewness | 1.40 | Excess Kurtosis | 12.60 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.27 |
| Gain/Pain | 0.09 | Hit Rate | 45.25% |
| Win/Loss | 1.18 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.54% | -14.02% | -10.16% | -14.44% |
| CVaR (ES) | -12.27% | -19.89% | -12.79% | -16.57% |
| VaR (Cornish-Fisher) | — | — | -5.85% | -21.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.67% | 2023-10-06 | 2025-05-14 | ongoing | 401 | — |
| -25.29% | 2023-08-23 | 2023-09-13 | 2023-10-04 | 14 | 15 |
Worst depth first · lengths in trading days.