$3.34
+0.09 (+2.77%)
USD · as of 2026-08-18 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 153.38% | Sharpe | 0.10 |
| Sortino | 0.16 |
| Beta | −2.53 | Correlation | −0.20 |
| Up capture | −177.70% | Down capture | −444.10% |
| Max Drawdown | −99.39% | Ulcer Index | 85.06 |
| MTD | 6.71% | QTD | −8.99% |
| YTD | 39.17% | Window (ann., 3.0y) | −64.14% |
| Skewness | 0.88 | Excess Kurtosis | 12.14 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.20 |
| Gain/Pain | 0.02 | Hit Rate | 43.26% |
| Win/Loss | 1.26 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.56% | -23.35% | -15.83% | -22.41% |
| CVaR (ES) | -20.27% | -37.53% | -19.87% | -25.69% |
| VaR (Cornish-Fisher) | — | — | -10.91% | -40.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.39% | 2024-02-21 | 2026-03-23 | ongoing | 522 | — |
| -68.82% | 2023-10-19 | 2023-11-24 | 2024-02-20 | 25 | 58 |
| -41.38% | 2023-08-17 | 2023-09-11 | 2023-10-02 | 16 | 15 |
| -23.80% | 2023-10-12 | 2023-10-17 | 2023-10-18 | 3 | 1 |
| -20.50% | 2023-10-04 | 2023-10-09 | 2023-10-12 | 3 | 3 |
Worst depth first · lengths in trading days.