$1.59
+0.06 (+4.28%)
USD · as of 2026-08-20 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 110.80% | Sharpe | −0.07 |
| Sortino | −0.14 |
| Beta | 1.54 | Correlation | 0.25 |
| Up capture | −3.66% | Down capture | 315.79% |
| Max Drawdown | −88.71% | Ulcer Index | 69.94 |
| MTD | 6.38% | QTD | −9.94% |
| YTD | −37.10% | Window (ann., 3.0y) | −44.88% |
| Skewness | 5.61 | Excess Kurtosis | 72.80 |
| Omega (θ=0) | 0.98 | Tail Ratio | 0.98 |
| Gain/Pain | −0.02 | Hit Rate | 42.99% |
| Win/Loss | 1.20 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.19% | -12.68% | -11.51% | -16.27% |
| CVaR (ES) | -11.72% | -19.33% | -14.43% | -18.63% |
| VaR (Cornish-Fisher) | — | — | 13.99% | -23.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.71% | 2023-12-18 | 2026-07-31 | ongoing | 652 | — |
| -44.96% | 2023-09-01 | 2023-10-05 | 2023-12-18 | 23 | 51 |
| -5.93% | 2023-08-21 | 2023-08-23 | 2023-08-28 | 2 | 3 |
Worst depth first · lengths in trading days.