$10.75
+0.29 (+2.77%)
USD · as of 2026-08-19 · marketstack
From 471 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 108.30% | Sharpe | 0.55 |
| Sortino | 0.70 |
| Beta | 0.96 | Correlation | 0.12 |
| Up capture | 171.35% | Down capture | 136.73% |
| Max Drawdown | −88.23% | Ulcer Index | 62.27 |
| MTD | 18.92% | QTD | −56.14% |
| YTD | −18.75% | Window (ann., 1.9y) | −24.53% |
| Skewness | −4.18 | Excess Kurtosis | 50.87 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.31 |
| Gain/Pain | 0.13 | Hit Rate | 50.11% |
| Win/Loss | 1.09 | Upside Potential | 0.37 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.43% | -10.88% | -10.99% | -15.64% |
| CVaR (ES) | -13.84% | -35.78% | -13.84% | -17.95% |
| VaR (Cornish-Fisher) | — | — | -9.85% | -72.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.23% | 2024-10-21 | 2025-04-08 | ongoing | 115 | — |
| -10.13% | 2024-10-08 | 2024-10-09 | 2024-10-14 | 1 | 3 |
| -6.16% | 2024-10-15 | 2024-10-17 | 2024-10-21 | 2 | 2 |
| -6.05% | 2024-09-27 | 2024-10-02 | 2024-10-04 | 3 | 2 |
Worst depth first · lengths in trading days.