$3.55
-0.07 (-1.93%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 79.46% | Sharpe | 0.82 |
| Sortino | 1.21 |
| Beta | 0.16 | Correlation | 0.02 |
| Up capture | 114.18% | Down capture | −354.20% |
| Max Drawdown | −73.77% | Ulcer Index | 34.11 |
| MTD | 5.03% | QTD | −9.90% |
| YTD | 135.10% | Window (ann., 3.0y) | 37.09% |
| Skewness | −0.79 | Excess Kurtosis | 14.76 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.32 |
| Gain/Pain | 0.16 | Hit Rate | 47.93% |
| Win/Loss | 1.15 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.61% | -10.67% | -7.97% | -11.39% |
| CVaR (ES) | -10.13% | -17.65% | -10.07% | -13.08% |
| VaR (Cornish-Fisher) | — | — | -7.54% | -30.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -73.77% | 2024-11-01 | 2025-11-20 | ongoing | 263 | — |
| -33.73% | 2023-10-04 | 2023-11-29 | 2023-12-26 | 39 | 18 |
| -31.33% | 2023-08-24 | 2023-09-18 | 2023-10-04 | 16 | 12 |
| -26.29% | 2024-03-27 | 2024-04-17 | 2024-04-23 | 14 | 4 |
| -23.72% | 2024-05-20 | 2024-06-25 | 2024-07-23 | 24 | 19 |
| -23.51% | 2024-07-24 | 2024-10-01 | 2024-10-23 | 48 | 16 |
| -20.41% | 2024-01-08 | 2024-03-15 | 2024-03-22 | 47 | 5 |
| -10.25% | 2024-05-08 | 2024-05-13 | 2024-05-15 | 3 | 2 |
| -8.80% | 2024-04-23 | 2024-04-24 | 2024-04-29 | 1 | 3 |
| -7.38% | 2024-05-06 | 2024-05-07 | 2024-05-08 | 1 | 1 |
Worst depth first · lengths in trading days.