$3.10
+0.19 (+6.53%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 102.69% | Sharpe | 0.04 |
| Sortino | 0.06 |
| Beta | 3.11 | Correlation | 0.46 |
| Up capture | 132.45% | Down capture | 561.91% |
| Max Drawdown | −95.90% | Ulcer Index | 76.66 |
| MTD | 15.67% | QTD | −0.32% |
| YTD | 41.55% | Window (ann., 3.0y) | −37.52% |
| Skewness | 0.97 | Excess Kurtosis | 8.30 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.10 |
| Gain/Pain | 0.01 | Hit Rate | 45.13% |
| Win/Loss | 1.14 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.54% | -16.09% | -10.62% | -15.03% |
| CVaR (ES) | -13.18% | -21.97% | -13.33% | -17.22% |
| VaR (Cornish-Fisher) | — | — | -7.64% | -20.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.90% | 2024-02-08 | 2025-04-08 | ongoing | 291 | — |
| -34.50% | 2023-09-18 | 2023-10-23 | 2023-11-24 | 25 | 23 |
| -26.79% | 2023-11-27 | 2023-11-28 | 2023-12-13 | 1 | 11 |
| -19.64% | 2024-01-08 | 2024-01-19 | 2024-02-08 | 8 | 14 |
| -11.83% | 2023-09-12 | 2023-09-13 | 2023-09-18 | 1 | 3 |
| -8.52% | 2023-08-28 | 2023-09-01 | 2023-09-11 | 4 | 5 |
| -6.59% | 2023-12-27 | 2024-01-03 | 2024-01-08 | 4 | 3 |
| -4.83% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
| -3.42% | 2023-08-22 | 2023-08-25 | 2023-08-28 | 3 | 1 |
Worst depth first · lengths in trading days.