$0.57
+0.01 (+1.74%)
USD · as of 2026-08-18 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 110.08% | Sharpe | −0.58 |
| Sortino | −0.87 |
| Beta | 0.77 | Correlation | 0.09 |
| Up capture | −65.44% | Down capture | 416.59% |
| Max Drawdown | −98.13% | Ulcer Index | 75.50 |
| MTD | 0.32% | QTD | −5.41% |
| YTD | −26.41% | Window (ann., 3.0y) | −70.50% |
| Skewness | 1.03 | Excess Kurtosis | 10.79 |
| Omega (θ=0) | 0.90 | Tail Ratio | 1.13 |
| Gain/Pain | −0.10 | Hit Rate | 42.65% |
| Win/Loss | 1.17 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.60% | -18.41% | -11.66% | -16.38% |
| CVaR (ES) | -14.74% | -24.19% | -14.56% | -18.73% |
| VaR (Cornish-Fisher) | — | — | -7.98% | -25.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.13% | 2024-04-01 | 2026-07-20 | ongoing | 572 | — |
| -38.02% | 2023-08-25 | 2024-02-05 | 2024-04-01 | 111 | 38 |
| -1.76% | 2023-08-22 | 2023-08-24 | 2023-08-25 | 2 | 1 |
Worst depth first · lengths in trading days.