$2.86
+0.00 (+0.00%)
USD · as of 2026-08-19 · marketstack
From 589 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 93.64% | Sharpe | −0.33 |
| Sortino | −0.57 |
| Beta | 0.41 | Correlation | 0.06 |
| Up capture | −130.95% | Down capture | −33.67% |
| Max Drawdown | −92.91% | Ulcer Index | 82.65 |
| MTD | 14.40% | QTD | 14.40% |
| YTD | 138.33% | Window (ann., 2.4y) | −49.04% |
| Skewness | 5.42 | Excess Kurtosis | 76.61 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.05 |
| Gain/Pain | −0.07 | Hit Rate | 41.94% |
| Win/Loss | 1.06 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.30% | -14.80% | -9.82% | -13.84% |
| CVaR (ES) | -11.07% | -16.27% | -12.29% | -15.84% |
| VaR (Cornish-Fisher) | — | — | 11.63% | -30.84% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.91% | 2024-03-28 | 2025-06-27 | ongoing | 312 | — |
Worst depth first · lengths in trading days.