$2.62
+0.03 (+1.16%)
USD · as of 2026-08-19 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 103.49% | Sharpe | −0.33 |
| Sortino | −0.46 |
| Beta | 0.60 | Correlation | 0.10 |
| Up capture | −71.77% | Down capture | 332.90% |
| Max Drawdown | −98.26% | Ulcer Index | 75.06 |
| MTD | 1.95% | QTD | −5.76% |
| YTD | −11.19% | Window (ann., 3.0y) | −62.33% |
| Skewness | −0.50 | Excess Kurtosis | 40.34 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.08 |
| Gain/Pain | −0.07 | Hit Rate | 43.98% |
| Win/Loss | 1.09 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.78% | -15.44% | -10.86% | -15.30% |
| CVaR (ES) | -13.43% | -27.36% | -13.58% | -17.51% |
| VaR (Cornish-Fisher) | — | — | -6.45% | -78.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.26% | 2024-03-04 | 2026-06-12 | ongoing | 568 | — |
| -33.33% | 2023-10-04 | 2023-11-10 | 2024-01-08 | 27 | 38 |
| -22.21% | 2024-01-29 | 2024-02-21 | 2024-03-04 | 16 | 8 |
| -18.15% | 2023-09-05 | 2023-09-14 | 2023-09-22 | 7 | 6 |
| -9.19% | 2024-01-16 | 2024-01-24 | 2024-01-26 | 6 | 2 |
| -5.75% | 2024-01-09 | 2024-01-11 | 2024-01-16 | 2 | 2 |
| -3.33% | 2023-08-23 | 2023-08-25 | 2023-08-30 | 2 | 3 |
| -2.80% | 2023-10-02 | 2023-10-03 | 2023-10-04 | 1 | 1 |
| -2.39% | 2023-09-22 | 2023-09-25 | 2023-09-27 | 1 | 2 |
| -1.67% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.