$0.48
+0.00 (+0.56%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 113.53% | Sharpe | 0.07 |
| Sortino | 0.13 |
| Beta | 1.13 | Correlation | 0.10 |
| Up capture | 227.74% | Down capture | 439.11% |
| Max Drawdown | −86.04% | Ulcer Index | 46.48 |
| MTD | −3.56% | QTD | −35.63% |
| YTD | −79.88% | Window (ann., 3.0y) | −40.00% |
| Skewness | 3.32 | Excess Kurtosis | 44.00 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.33 |
| Gain/Pain | 0.02 | Hit Rate | 42.53% |
| Win/Loss | 1.25 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.67% | -12.22% | -11.73% | -16.60% |
| CVaR (ES) | -11.55% | -20.46% | -14.72% | -19.03% |
| VaR (Cornish-Fisher) | — | — | 2.84% | -43.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.04% | 2025-12-16 | 2026-08-18 | ongoing | 165 | — |
| -81.91% | 2024-12-06 | 2025-11-25 | 2025-12-16 | 242 | 14 |
| -54.98% | 2023-09-18 | 2023-10-30 | 2024-05-20 | 30 | 139 |
| -35.48% | 2024-07-12 | 2024-09-18 | 2024-12-04 | 47 | 54 |
| -30.61% | 2024-05-28 | 2024-06-13 | 2024-07-02 | 12 | 12 |
| -13.84% | 2023-08-21 | 2023-08-28 | 2023-09-14 | 5 | 12 |
| -12.88% | 2024-07-02 | 2024-07-05 | 2024-07-09 | 2 | 2 |
| -6.73% | 2024-07-09 | 2024-07-11 | 2024-07-12 | 2 | 1 |
| -6.72% | 2024-05-20 | 2024-05-22 | 2024-05-23 | 2 | 1 |
Worst depth first · lengths in trading days.