$3.99
+0.04 (+1.01%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 932.28% | Sharpe | 0.46 |
| Sortino | 4.39 |
| Beta | −5.80 | Correlation | −0.11 |
| Up capture | 628.37% | Down capture | −989.34% |
| Max Drawdown | −99.96% | Ulcer Index | 90.52 |
| MTD | −33.39% | QTD | 668.79% |
| YTD | 128.00% | Window (ann., 3.0y) | −84.32% |
| Skewness | 24.41 | Excess Kurtosis | 632.84 |
| Omega (θ=0) | 1.49 | Tail Ratio | 0.90 |
| Gain/Pain | 0.49 | Hit Rate | 39.36% |
| Win/Loss | 2.18 | Upside Potential | 0.84 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -13.20% | -22.68% | -94.89% | -134.91% |
| CVaR (ES) | -19.41% | -28.14% | -119.43% | -154.81% |
| VaR (Cornish-Fisher) | — | — | 1720.14% | 5403.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.96% | 2023-09-05 | 2026-06-16 | ongoing | 692 | — |
| -12.42% | 2023-08-18 | 2023-08-21 | 2023-08-30 | 1 | 7 |
| -4.47% | 2023-08-30 | 2023-08-31 | 2023-09-05 | 1 | 2 |
Worst depth first · lengths in trading days.