$1.72
+0.02 (+1.18%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 109.09% | Sharpe | −0.99 |
| Sortino | −1.44 |
| Beta | 4.89 | Correlation | 0.43 |
| Up capture | −87.78% | Down capture | 542.77% |
| Max Drawdown | −99.50% | Ulcer Index | 75.52 |
| MTD | −65.74% | QTD | −83.53% |
| YTD | −91.31% | Window (ann., 3.0y) | −80.98% |
| Skewness | 1.02 | Excess Kurtosis | 12.90 |
| Omega (θ=0) | 0.82 | Tail Ratio | 1.02 |
| Gain/Pain | −0.18 | Hit Rate | 39.79% |
| Win/Loss | 1.14 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.08% | -17.92% | -11.73% | -16.42% |
| CVaR (ES) | -15.30% | -26.63% | -14.60% | -18.74% |
| VaR (Cornish-Fisher) | — | — | -7.81% | -29.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.50% | 2024-04-05 | 2026-08-12 | ongoing | 586 | — |
| -68.71% | 2023-08-18 | 2023-10-25 | 2023-11-30 | 47 | 25 |
| -41.33% | 2024-01-03 | 2024-02-05 | 2024-04-04 | 22 | 41 |
| -27.04% | 2023-11-30 | 2023-12-04 | 2024-01-03 | 2 | 20 |
Worst depth first · lengths in trading days.