$0.36
-0.00 (-1.11%)
USD · as of 2026-08-19 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 84.63% | Sharpe | −0.38 |
| Sortino | −0.55 |
| Beta | 1.05 | Correlation | 0.18 |
| Up capture | 14.38% | Down capture | 444.19% |
| Max Drawdown | −86.99% | Ulcer Index | 65.28 |
| MTD | −1.36% | QTD | −4.81% |
| YTD | −44.29% | Window (ann., 3.0y) | −48.97% |
| Skewness | 0.32 | Excess Kurtosis | 5.18 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.03 |
| Gain/Pain | −0.07 | Hit Rate | 44.12% |
| Win/Loss | 1.06 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.94% | -12.02% | -8.90% | -12.53% |
| CVaR (ES) | -11.35% | -19.11% | -11.12% | -14.34% |
| VaR (Cornish-Fisher) | — | — | -7.84% | -17.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.99% | 2023-08-21 | 2026-07-30 | ongoing | 733 | — |
Worst depth first · lengths in trading days.