$1.22
+0.05 (+4.27%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 100.36% | Sharpe | −0.03 |
| Sortino | −0.05 |
| Beta | 0.57 | Correlation | 0.09 |
| Up capture | −123.45% | Down capture | −142.79% |
| Max Drawdown | −91.62% | Ulcer Index | 52.37 |
| MTD | −18.12% | QTD | −33.70% |
| YTD | −18.12% | Window (ann., 3.0y) | −39.42% |
| Skewness | 1.97 | Excess Kurtosis | 16.36 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.08 |
| Gain/Pain | −0.01 | Hit Rate | 40.75% |
| Win/Loss | 1.21 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.13% | -14.41% | -10.41% | -14.72% |
| CVaR (ES) | -12.68% | -19.55% | -13.05% | -16.86% |
| VaR (Cornish-Fisher) | — | — | -4.33% | -20.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.62% | 2024-10-10 | 2026-05-22 | ongoing | 401 | — |
| -56.71% | 2023-09-12 | 2024-04-24 | 2024-10-10 | 155 | 117 |
| -7.31% | 2023-08-23 | 2023-08-24 | 2023-09-11 | 1 | 11 |
Worst depth first · lengths in trading days.