$2.22
-0.03 (-1.33%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 71.11% | Sharpe | −0.66 |
| Sortino | −0.88 |
| Beta | 0.75 | Correlation | 0.24 |
| Up capture | −181.99% | Down capture | 227.26% |
| Max Drawdown | −62.61% | Ulcer Index | 38.11 |
| MTD | −29.07% | QTD | −25.00% |
| YTD | −46.12% | Window return | −50.45% |
| Skewness | −0.81 | Excess Kurtosis | 13.07 |
| Omega (θ=0) | 0.88 | Tail Ratio | 0.99 |
| Gain/Pain | −0.12 | Hit Rate | 45.04% |
| Win/Loss | 0.98 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.18% | -10.53% | -7.55% | -10.61% |
| CVaR (ES) | -10.67% | -18.54% | -9.42% | -12.12% |
| VaR (Cornish-Fisher) | — | — | -7.34% | -25.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.61% | 2025-11-12 | 2026-08-17 | ongoing | 179 | — |
| -16.07% | 2025-09-18 | 2025-10-17 | 2025-11-12 | 21 | 18 |
| -8.25% | 2025-08-22 | 2025-09-03 | 2025-09-16 | 7 | 9 |
Worst depth first · lengths in trading days.