$0.49
-0.01 (-1.91%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 97.39% | Sharpe | 0.23 |
| Sortino | 0.34 |
| Beta | 0.13 | Correlation | 0.02 |
| Up capture | 212.71% | Down capture | 262.58% |
| Max Drawdown | −86.55% | Ulcer Index | 47.90 |
| MTD | −18.61% | QTD | −12.00% |
| YTD | −66.84% | Window (ann., 3.0y) | −23.08% |
| Skewness | −0.26 | Excess Kurtosis | 8.03 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.35 |
| Gain/Pain | 0.04 | Hit Rate | 44.99% |
| Win/Loss | 1.19 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.79% | -15.04% | -10.00% | -14.18% |
| CVaR (ES) | -12.50% | -21.82% | -12.56% | -16.26% |
| VaR (Cornish-Fisher) | — | — | -9.45% | -26.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.55% | 2026-03-13 | 2026-08-10 | ongoing | 99 | — |
| -79.28% | 2024-08-15 | 2025-04-01 | 2026-03-05 | 156 | 232 |
| -47.62% | 2023-09-29 | 2023-11-28 | 2024-04-11 | 41 | 92 |
| -20.00% | 2023-08-29 | 2023-09-20 | 2023-09-27 | 15 | 5 |
| -18.26% | 2024-06-25 | 2024-07-03 | 2024-07-15 | 6 | 7 |
| -16.18% | 2024-06-03 | 2024-06-07 | 2024-06-11 | 4 | 2 |
| -14.80% | 2024-07-26 | 2024-07-30 | 2024-08-14 | 2 | 11 |
| -14.47% | 2024-04-11 | 2024-04-24 | 2024-05-02 | 9 | 6 |
| -10.16% | 2024-05-10 | 2024-05-13 | 2024-05-17 | 1 | 4 |
| -7.27% | 2024-07-15 | 2024-07-17 | 2024-07-22 | 2 | 3 |
Worst depth first · lengths in trading days.