$16.28
+0.00 (+0.00%)
USD · as of 2026-07-20 · marketstack
stale quote — last trade 2026-07-20
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 145.22% | Sharpe | 0.00 |
| Sortino | 0.01 |
| Beta | 3.79 | Correlation | 0.35 |
| Up capture | 121.61% | Down capture | 295.45% |
| Max Drawdown | −99.45% | Ulcer Index | 96.02 |
| MTD | −7.50% | QTD | −7.50% |
| YTD | 270.00% | Window (ann., 3.0y) | −69.57% |
| Skewness | 1.10 | Excess Kurtosis | 28.47 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.23 |
| Gain/Pain | 0.00 | Hit Rate | 38.75% |
| Win/Loss | 1.19 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.00% | -17.21% | -15.04% | -21.28% |
| CVaR (ES) | -17.15% | -35.63% | -18.87% | -24.38% |
| VaR (Cornish-Fisher) | — | — | -6.71% | -70.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.45% | 2023-07-19 | 2025-09-08 | ongoing | 536 | — |
Worst depth first · lengths in trading days.