$0.39
+0.00 (+0.78%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 167.28% | Sharpe | −0.23 |
| Sortino | −0.48 |
| Beta | 0.27 | Correlation | 0.03 |
| Up capture | −253.01% | Down capture | 50.69% |
| Max Drawdown | −99.15% | Ulcer Index | 80.96 |
| MTD | 53.36% | QTD | 33.79% |
| YTD | −57.83% | Window (ann., 3.0y) | −76.50% |
Price only — no dividends, so this understates total return.
| Skewness | 6.63 | Excess Kurtosis | 85.70 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.06 |
| Gain/Pain | −0.06 | Hit Rate | 41.12% |
| Win/Loss | 1.30 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.53% | -19.74% | -17.48% | -24.67% |
| CVaR (ES) | -16.34% | -25.31% | -21.89% | -28.24% |
| VaR (Cornish-Fisher) | — | — | 29.27% | -10.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.15% | 2023-08-18 | 2026-06-12 | ongoing | 703 | — |
Worst depth first · lengths in trading days.