$0.06
+0.00 (+0.00%)
USD · as of 2026-08-19 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 198.44% | Sharpe | −0.48 |
| Sortino | −0.74 |
| Beta | 1.95 | Correlation | 0.21 |
| Up capture | −231.69% | Down capture | 735.83% |
| Max Drawdown | −99.99% | Ulcer Index | 89.28 |
| MTD | 32.61% | QTD | −10.29% |
| YTD | 1.67% | Window (ann., 3.0y) | −94.48% |
| Skewness | 0.94 | Excess Kurtosis | 5.57 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.15 |
| Gain/Pain | −0.09 | Hit Rate | 37.95% |
| Win/Loss | 1.29 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -18.67% | -29.09% | -20.94% | -29.46% |
| CVaR (ES) | -26.33% | -40.79% | -26.16% | -33.70% |
| VaR (Cornish-Fisher) | — | — | -16.00% | -33.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.99% | 2023-08-30 | 2026-02-02 | ongoing | 607 | — |
| -2.99% | 2023-08-24 | 2023-08-28 | 2023-08-30 | 2 | 2 |
| -2.34% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.