$0.39
-0.01 (-2.79%)
USD · as of 2026-08-21 · marketstack
From 162 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 225.34% | Sharpe | −0.77 |
| Sortino | −1.69 |
Only 8 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −92.30% | Ulcer Index | 66.89 |
| MTD | 23.76% | QTD | −24.16% |
| YTD | −83.09% | Since inception | −90.47% |
| Skewness | 4.81 | Excess Kurtosis | 34.15 |
| Omega (θ=0) | 0.83 | Tail Ratio | 1.08 |
| Gain/Pain | −0.17 | Hit Rate | 33.95% |
| Win/Loss | 1.56 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.83% | -25.39% | -24.04% | -33.71% |
| CVaR (ES) | -18.51% | -26.31% | -29.97% | -38.52% |
| VaR (Cornish-Fisher) | — | — | 11.33% | 26.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.30% | 2025-12-12 | 2026-07-31 | ongoing | 147 | — |
Worst depth first · lengths in trading days.