$0.90
+0.01 (+0.68%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 92.35% | Sharpe | 0.12 |
| Sortino | 0.18 |
| Beta | 2.40 | Correlation | 0.45 |
| Up capture | 134.62% | Down capture | 467.33% |
| Max Drawdown | −77.67% | Ulcer Index | 55.34 |
| MTD | −3.65% | QTD | −33.20% |
| YTD | −7.89% | Window (ann., 3.0y) | −27.06% |
| Skewness | 0.61 | Excess Kurtosis | 11.48 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.31 |
| Gain/Pain | 0.02 | Hit Rate | 42.57% |
| Win/Loss | 1.24 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.18% | -12.08% | -9.53% | -13.49% |
| CVaR (ES) | -11.87% | -23.20% | -11.96% | -15.46% |
| VaR (Cornish-Fisher) | — | — | -7.13% | -25.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.67% | 2023-08-21 | 2025-05-23 | ongoing | 441 | — |
Worst depth first · lengths in trading days.