$6.98
+0.18 (+2.72%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 109.04% | Sharpe | −1.65 |
| Sortino | −2.23 |
| Beta | 3.65 | Correlation | 0.44 |
| Up capture | −121.15% | Down capture | 1634.76% |
| Max Drawdown | −94.68% | Ulcer Index | 82.95 |
| MTD | −3.79% | QTD | 34.91% |
| YTD | −49.27% | Window return | −90.08% |
| Skewness | 0.27 | Excess Kurtosis | 2.74 |
| Omega (θ=0) | 0.76 | Tail Ratio | 0.89 |
| Gain/Pain | −0.24 | Hit Rate | 40.50% |
| Win/Loss | 1.07 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.62% | -19.02% | -12.01% | -16.69% |
| CVaR (ES) | -15.20% | -23.16% | -14.88% | -19.02% |
| VaR (Cornish-Fisher) | — | — | -11.09% | -19.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.68% | 2025-08-22 | 2026-04-07 | ongoing | 155 | — |
| -3.17% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.