$0.61
-0.02 (-3.90%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 115.71% | Sharpe | 0.20 |
| Sortino | 0.28 |
| Beta | 1.19 | Correlation | 0.10 |
| Up capture | 274.40% | Down capture | 219.57% |
| Max Drawdown | −93.19% | Ulcer Index | 59.47 |
| MTD | −38.69% | QTD | −40.48% |
| YTD | −90.70% | Window (ann., 3.0y) | −42.37% |
| Skewness | −1.04 | Excess Kurtosis | 17.67 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.33 |
| Gain/Pain | 0.04 | Hit Rate | 46.60% |
| Win/Loss | 1.14 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.15% | -18.80% | -11.90% | -16.86% |
| CVaR (ES) | -15.59% | -30.96% | -14.94% | -19.33% |
| VaR (Cornish-Fisher) | — | — | -11.31% | -49.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.19% | 2024-01-31 | 2026-03-02 | ongoing | 521 | — |
| -47.62% | 2023-09-14 | 2023-10-24 | 2023-11-08 | 28 | 11 |
| -31.08% | 2023-11-30 | 2023-12-29 | 2024-01-18 | 20 | 12 |
| -14.40% | 2023-11-08 | 2023-11-21 | 2023-11-28 | 9 | 4 |
| -9.12% | 2024-01-23 | 2024-01-25 | 2024-01-29 | 2 | 2 |
| -8.22% | 2023-08-23 | 2023-08-30 | 2023-09-07 | 5 | 5 |
| -7.16% | 2023-09-07 | 2023-09-08 | 2023-09-14 | 1 | 4 |
| -3.14% | 2023-11-28 | 2023-11-29 | 2023-11-30 | 1 | 1 |
| -0.37% | 2023-08-18 | 2023-08-21 | 2023-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.