$1.55
-0.14 (-8.28%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 150.16% | Sharpe | 0.16 |
| Sortino | 0.27 |
| Beta | 5.89 | Correlation | 0.62 |
| Up capture | 148.03% | Down capture | 562.82% |
| Max Drawdown | −76.95% | Ulcer Index | 49.07 |
| MTD | 11.51% | QTD | −38.74% |
| YTD | −8.82% | Window return | −52.16% |
| Skewness | 3.09 | Excess Kurtosis | 28.38 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.28 |
| Gain/Pain | 0.03 | Hit Rate | 44.21% |
| Win/Loss | 1.25 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.11% | -26.54% | -15.47% | -21.91% |
| CVaR (ES) | -18.14% | -28.05% | -19.42% | -25.12% |
| VaR (Cornish-Fisher) | — | — | -0.05% | -29.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.95% | 2025-10-31 | 2026-08-10 | ongoing | 182 | — |
| -19.38% | 2025-08-29 | 2025-09-09 | 2025-09-19 | 6 | 8 |
| -12.18% | 2025-09-19 | 2025-09-25 | 2025-10-06 | 4 | 7 |
| -10.13% | 2025-10-09 | 2025-10-22 | 2025-10-29 | 9 | 5 |
| -7.45% | 2025-10-29 | 2025-10-30 | 2025-10-31 | 1 | 1 |
| -5.75% | 2025-08-25 | 2025-08-28 | 2025-08-29 | 3 | 1 |
| -2.17% | 2025-08-21 | 2025-08-22 | 2025-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.