$0.35
+0.00 (+1.10%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 195.43% | Sharpe | −0.59 |
| Sortino | −1.01 |
| Beta | 1.70 | Correlation | 0.14 |
| Up capture | −147.18% | Down capture | 688.06% |
| Max Drawdown | −99.99% | Ulcer Index | 80.15 |
| MTD | −26.88% | QTD | 9.34% |
| YTD | −90.99% | Window (ann., 3.0y) | −94.21% |
| Skewness | 4.73 | Excess Kurtosis | 66.66 |
| Omega (θ=0) | 0.87 | Tail Ratio | 1.00 |
| Gain/Pain | −0.13 | Hit Rate | 41.77% |
| Win/Loss | 1.16 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -13.97% | -33.38% | -20.71% | -29.10% |
| CVaR (ES) | -24.33% | -41.80% | -25.85% | -33.27% |
| VaR (Cornish-Fisher) | — | — | 17.59% | -74.31% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.99% | 2024-04-22 | 2026-07-29 | ongoing | 563 | — |
| -50.32% | 2023-10-11 | 2023-11-17 | 2023-12-05 | 27 | 11 |
| -33.87% | 2023-12-05 | 2024-02-13 | 2024-03-06 | 47 | 15 |
| -27.93% | 2024-04-08 | 2024-04-11 | 2024-04-16 | 3 | 3 |
| -21.07% | 2023-08-21 | 2023-10-03 | 2023-10-11 | 30 | 6 |
| -6.29% | 2024-04-17 | 2024-04-18 | 2024-04-19 | 1 | 1 |
| -3.10% | 2024-03-13 | 2024-03-14 | 2024-03-20 | 1 | 4 |
| -2.27% | 2024-03-21 | 2024-04-01 | 2024-04-02 | 6 | 1 |
| -1.25% | 2024-03-08 | 2024-03-11 | 2024-03-13 | 1 | 2 |
Worst depth first · lengths in trading days.