$0.41
+0.00 (+0.07%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 106.77% | Sharpe | −0.05 |
| Sortino | −0.08 |
| Beta | 0.59 | Correlation | 0.09 |
| Up capture | −32.34% | Down capture | 142.58% |
| Max Drawdown | −96.11% | Ulcer Index | 72.80 |
| MTD | 15.95% | QTD | 13.69% |
| YTD | −35.44% | Window (ann., 3.0y) | −45.42% |
| Skewness | 0.98 | Excess Kurtosis | 8.16 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.17 |
| Gain/Pain | −0.01 | Hit Rate | 42.03% |
| Win/Loss | 1.25 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.77% | -14.09% | -11.08% | -15.67% |
| CVaR (ES) | -12.97% | -21.71% | -13.89% | -17.95% |
| VaR (Cornish-Fisher) | — | — | -7.99% | -21.27% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.11% | 2024-02-27 | 2026-06-29 | ongoing | 580 | — |
| -45.57% | 2023-08-24 | 2023-10-23 | 2023-12-26 | 41 | 44 |
| -26.87% | 2024-01-05 | 2024-01-23 | 2024-02-02 | 11 | 8 |
| -15.05% | 2024-02-08 | 2024-02-13 | 2024-02-23 | 3 | 7 |
| -6.99% | 2023-12-28 | 2023-12-29 | 2024-01-02 | 1 | 1 |
| -6.25% | 2024-01-02 | 2024-01-03 | 2024-01-04 | 1 | 1 |
| -2.92% | 2024-02-06 | 2024-02-07 | 2024-02-08 | 1 | 1 |
| -1.99% | 2023-08-18 | 2023-08-21 | 2023-08-23 | 1 | 2 |
| -0.54% | 2024-02-23 | 2024-02-26 | 2024-02-27 | 1 | 1 |
Worst depth first · lengths in trading days.