$3.57
+0.18 (+5.31%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 170.05% | Sharpe | 0.70 |
| Sortino | 2.00 |
| Beta | 4.06 | Correlation | 0.32 |
| Up capture | 421.90% | Down capture | 332.70% |
| Max Drawdown | −91.58% | Ulcer Index | 53.99 |
| MTD | 15.16% | QTD | −4.80% |
| YTD | −16.20% | Window (ann., 3.0y) | 34.48% |
| Skewness | 13.02 | Excess Kurtosis | 240.54 |
| Omega (θ=0) | 1.27 | Tail Ratio | 1.22 |
| Gain/Pain | 0.27 | Hit Rate | 43.73% |
| Win/Loss | 1.46 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.97% | -13.98% | -17.15% | -24.45% |
| CVaR (ES) | -11.67% | -21.32% | -21.62% | -28.08% |
| VaR (Cornish-Fisher) | — | — | 108.59% | 158.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.58% | 2024-05-01 | 2025-04-07 | 2026-01-16 | 233 | 196 |
| -56.59% | 2026-03-16 | 2026-06-16 | ongoing | 62 | — |
| -41.97% | 2024-03-04 | 2024-04-26 | 2024-05-01 | 38 | 3 |
| -29.61% | 2023-08-23 | 2023-10-27 | 2023-12-27 | 46 | 41 |
| -23.15% | 2026-02-02 | 2026-03-06 | 2026-03-16 | 23 | 6 |
| -18.50% | 2024-01-12 | 2024-02-13 | 2024-02-27 | 21 | 9 |
| -10.65% | 2024-01-02 | 2024-01-05 | 2024-01-11 | 3 | 4 |
| -6.64% | 2026-01-22 | 2026-01-26 | 2026-01-27 | 2 | 1 |
| -4.05% | 2026-01-27 | 2026-01-30 | 2026-02-02 | 3 | 1 |
| -3.54% | 2024-02-28 | 2024-02-29 | 2024-03-01 | 1 | 1 |
Worst depth first · lengths in trading days.