$3.48
+0.03 (+0.87%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 80.94% | Sharpe | −0.76 |
| Sortino | −1.08 |
| Beta | 1.75 | Correlation | 0.39 |
| Up capture | −129.20% | Down capture | 382.69% |
| Max Drawdown | −96.94% | Ulcer Index | 68.02 |
| MTD | 10.48% | QTD | 4.64% |
| YTD | −22.30% | Window (ann., 3.0y) | −60.86% |
| Skewness | 0.46 | Excess Kurtosis | 9.33 |
| Omega (θ=0) | 0.86 | Tail Ratio | 1.05 |
| Gain/Pain | −0.14 | Hit Rate | 41.73% |
| Win/Loss | 1.07 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.95% | -15.44% | -8.63% | -12.11% |
| CVaR (ES) | -11.60% | -21.17% | -10.76% | -13.83% |
| VaR (Cornish-Fisher) | — | — | -6.98% | -21.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.94% | 2024-07-19 | 2026-06-26 | ongoing | 483 | — |
| -37.09% | 2023-09-05 | 2023-10-26 | 2024-06-12 | 37 | 157 |
| -33.88% | 2024-06-13 | 2024-07-02 | 2024-07-16 | 12 | 9 |
| -2.68% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
| -2.38% | 2023-08-31 | 2023-09-01 | 2023-09-05 | 1 | 1 |
| -1.82% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
| -0.55% | 2024-07-16 | 2024-07-17 | 2024-07-18 | 1 | 1 |
Worst depth first · lengths in trading days.