$2.28
+0.12 (+5.56%)
USD · as of 2026-08-19 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 133.15% | Sharpe | 0.39 |
| Sortino | 0.67 |
| Beta | −0.98 | Correlation | −0.06 |
| Up capture | −316.90% | Down capture | −3116.97% |
| Max Drawdown | −86.46% | Ulcer Index | 44.42 |
| MTD | 5.07% | QTD | −2.56% |
| YTD | 201.31% | Window return | −26.21% |
| Skewness | 1.94 | Excess Kurtosis | 15.40 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.17 |
| Gain/Pain | 0.08 | Hit Rate | 43.80% |
| Win/Loss | 1.34 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.49% | -15.96% | -13.59% | -19.31% |
| CVaR (ES) | -14.85% | -25.57% | -17.10% | -22.15% |
| VaR (Cornish-Fisher) | — | — | -5.76% | -25.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.46% | 2025-08-22 | 2026-02-05 | ongoing | 114 | — |
| -5.83% | 2025-08-18 | 2025-08-21 | 2025-08-22 | 3 | 1 |
Worst depth first · lengths in trading days.