$1.04
+0.05 (+5.08%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 134.42% | Sharpe | 0.21 |
| Sortino | 0.41 |
| Beta | −0.33 | Correlation | −0.03 |
| Up capture | 10.18% | Down capture | −31.69% |
| Max Drawdown | −95.10% | Ulcer Index | 80.80 |
| MTD | 13.41% | QTD | 9.47% |
| YTD | −8.77% | Window (ann., 3.0y) | −39.19% |
| Skewness | 3.64 | Excess Kurtosis | 28.90 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.16 |
| Gain/Pain | 0.05 | Hit Rate | 40.32% |
| Win/Loss | 1.43 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.55% | -17.10% | -13.82% | -19.59% |
| CVaR (ES) | -13.69% | -21.52% | -17.35% | -22.46% |
| VaR (Cornish-Fisher) | — | — | 2.00% | -11.84% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.10% | 2023-09-11 | 2025-04-08 | ongoing | 395 | — |
| -15.60% | 2023-08-18 | 2023-08-24 | 2023-08-31 | 4 | 5 |
| -5.23% | 2023-09-06 | 2023-09-07 | 2023-09-08 | 1 | 1 |
| -3.86% | 2023-08-31 | 2023-09-01 | 2023-09-05 | 1 | 1 |
Worst depth first · lengths in trading days.