$3.18
-0.02 (-0.71%)
USD · as of 2026-08-18 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 67.59% | Sharpe | −0.64 |
| Sortino | −0.88 |
| Beta | 1.35 | Correlation | 0.37 |
| Up capture | −15.25% | Down capture | 491.95% |
| Max Drawdown | −89.41% | Ulcer Index | 64.92 |
| MTD | −20.37% | QTD | −17.47% |
| YTD | −41.89% | Window (ann., 3.0y) | −48.15% |
| Skewness | −0.46 | Excess Kurtosis | 8.97 |
| Omega (θ=0) | 0.89 | Tail Ratio | 0.99 |
| Gain/Pain | −0.11 | Hit Rate | 44.58% |
| Win/Loss | 1.03 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.65% | -9.56% | -7.17% | -10.08% |
| CVaR (ES) | -9.46% | -15.25% | -8.95% | -11.52% |
| VaR (Cornish-Fisher) | — | — | -6.94% | -20.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.41% | 2024-04-01 | 2026-08-18 | ongoing | 592 | — |
| -34.38% | 2023-09-14 | 2023-11-30 | 2024-03-08 | 54 | 67 |
| -17.29% | 2024-03-08 | 2024-03-14 | 2024-03-28 | 4 | 10 |
| -8.62% | 2023-08-24 | 2023-09-11 | 2023-09-14 | 11 | 3 |
| -3.48% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.