$1.15
+0.06 (+6.02%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 79.53% | Sharpe | 0.02 |
| Sortino | 0.04 |
| Beta | 2.09 | Correlation | 0.44 |
| Up capture | 23.53% | Down capture | 224.87% |
| Max Drawdown | −74.77% | Ulcer Index | 51.19 |
| MTD | 39.63% | QTD | 9.05% |
| YTD | 16.84% | Window (ann., 3.0y) | −25.09% |
| Skewness | 1.41 | Excess Kurtosis | 17.90 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.10 |
| Gain/Pain | 0.00 | Hit Rate | 42.40% |
| Win/Loss | 1.21 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.48% | -10.46% | -8.23% | -11.65% |
| CVaR (ES) | -9.63% | -15.90% | -10.33% | -13.34% |
| VaR (Cornish-Fisher) | — | — | -4.23% | -23.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.77% | 2024-12-30 | 2026-07-31 | ongoing | 394 | — |
| -53.33% | 2023-08-31 | 2024-03-28 | 2024-12-27 | 144 | 189 |
| -3.10% | 2023-08-23 | 2023-08-24 | 2023-08-30 | 1 | 4 |
| -2.21% | 2023-08-18 | 2023-08-21 | 2023-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.