$0.21
+0.01 (+4.04%)
USD · as of 2026-08-20 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 101.08% | Sharpe | 0.47 |
| Sortino | 0.81 |
| Beta | 1.38 | Correlation | 0.21 |
| Up capture | 125.49% | Down capture | 84.77% |
| Max Drawdown | −63.43% | Ulcer Index | 39.79 |
| MTD | 8.42% | QTD | −14.17% |
| YTD | −26.43% | Window (ann., 3.0y) | −0.64% |
| Skewness | 1.97 | Excess Kurtosis | 15.45 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.27 |
| Gain/Pain | 0.10 | Hit Rate | 36.67% |
| Win/Loss | 1.30 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.69% | -13.43% | -10.29% | -14.62% |
| CVaR (ES) | -11.51% | -20.18% | -12.95% | -16.78% |
| VaR (Cornish-Fisher) | — | — | -4.26% | -19.03% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.43% | 2023-12-07 | 2024-12-31 | 2025-02-21 | 267 | 34 |
| -56.67% | 2025-05-14 | 2026-08-10 | ongoing | 308 | — |
| -43.02% | 2025-02-24 | 2025-04-14 | 2025-05-05 | 35 | 14 |
| -32.40% | 2023-08-29 | 2023-11-29 | 2023-12-05 | 64 | 4 |
| -20.02% | 2025-05-05 | 2025-05-07 | 2025-05-14 | 2 | 5 |
| -9.52% | 2023-08-21 | 2023-08-28 | 2023-08-29 | 5 | 1 |
Worst depth first · lengths in trading days.