$1.12
+0.04 (+3.70%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 116.61% | Sharpe | 0.13 |
| Sortino | 0.23 |
| Beta | 1.42 | Correlation | 0.21 |
| Up capture | 18.79% | Down capture | 124.44% |
| Max Drawdown | −89.86% | Ulcer Index | 52.80 |
| MTD | 68.67% | QTD | −22.76% |
| YTD | −42.86% | Window (ann., 3.0y) | −37.24% |
| Skewness | 2.98 | Excess Kurtosis | 34.42 |
| Omega (θ=0) | 1.03 | Tail Ratio | 0.94 |
| Gain/Pain | 0.03 | Hit Rate | 44.85% |
| Win/Loss | 1.16 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.89% | -15.48% | -12.02% | -17.03% |
| CVaR (ES) | -14.37% | -27.05% | -15.09% | -19.52% |
| VaR (Cornish-Fisher) | — | — | 0.52% | -35.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.86% | 2024-03-11 | 2026-08-03 | ongoing | 595 | — |
| -34.58% | 2023-09-12 | 2024-02-23 | 2024-03-07 | 113 | 9 |
| -10.57% | 2023-08-21 | 2023-08-25 | 2023-08-29 | 4 | 2 |
| -4.49% | 2023-08-29 | 2023-09-01 | 2023-09-11 | 3 | 5 |
| -0.79% | 2024-03-07 | 2024-03-08 | 2024-03-11 | 1 | 1 |
Worst depth first · lengths in trading days.