$1.39
+0.04 (+2.96%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 106.58% | Sharpe | −0.20 |
| Sortino | −0.28 |
| Beta | 1.53 | Correlation | 0.24 |
| Up capture | 18.68% | Down capture | 500.28% |
| Max Drawdown | −95.17% | Ulcer Index | 74.25 |
| MTD | 18.80% | QTD | −5.44% |
| YTD | 12.10% | Window (ann., 3.0y) | −56.19% |
| Skewness | −0.22 | Excess Kurtosis | 21.23 |
| Omega (θ=0) | 0.96 | Tail Ratio | 1.07 |
| Gain/Pain | −0.04 | Hit Rate | 47.26% |
| Win/Loss | 1.02 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.33% | -16.42% | -11.13% | -15.70% |
| CVaR (ES) | -14.43% | -28.85% | -13.93% | -17.98% |
| VaR (Cornish-Fisher) | — | — | -8.67% | -50.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.17% | 2023-12-04 | 2025-12-02 | ongoing | 500 | — |
| -51.14% | 2023-09-01 | 2023-11-13 | 2023-12-04 | 50 | 14 |
| -4.19% | 2023-08-23 | 2023-08-29 | 2023-09-01 | 4 | 3 |
| -0.18% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.