$4.21
+0.03 (+0.72%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 134.70% | Sharpe | 0.58 |
| Sortino | 1.34 |
| Beta | 4.01 | Correlation | 0.31 |
| Up capture | 445.05% | Down capture | 416.88% |
| Max Drawdown | −90.00% | Ulcer Index | 63.55 |
| MTD | 20.98% | QTD | −9.85% |
| YTD | 120.42% | Window (ann., 3.0y) | 9.25% |
| Skewness | 7.74 | Excess Kurtosis | 108.37 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.34 |
| Gain/Pain | 0.14 | Hit Rate | 43.12% |
| Win/Loss | 1.45 | Upside Potential | 0.67 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.39% | -11.42% | -13.65% | -19.43% |
| CVaR (ES) | -10.59% | -14.79% | -17.19% | -22.31% |
| VaR (Cornish-Fisher) | — | — | 33.13% | 5.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -90.00% | 2024-03-08 | 2025-04-16 | ongoing | 277 | — |
| -64.35% | 2023-08-23 | 2023-12-11 | 2023-12-13 | 76 | 2 |
| -31.17% | 2024-01-10 | 2024-02-05 | 2024-02-15 | 17 | 8 |
| -21.05% | 2023-12-13 | 2023-12-20 | 2023-12-28 | 5 | 5 |
| -11.35% | 2024-01-02 | 2024-01-03 | 2024-01-08 | 1 | 3 |
| -9.15% | 2024-02-16 | 2024-02-21 | 2024-02-22 | 2 | 1 |
| -6.30% | 2023-12-28 | 2023-12-29 | 2024-01-02 | 1 | 1 |
| -4.46% | 2024-03-01 | 2024-03-05 | 2024-03-06 | 2 | 1 |
| -3.73% | 2024-03-06 | 2024-03-07 | 2024-03-08 | 1 | 1 |
| -0.31% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.