$0.28
-0.01 (-2.84%)
USD · as of 2026-08-20 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 68.06% | Sharpe | 0.24 |
| Sortino | 0.39 |
| Beta | 0.47 | Correlation | 0.14 |
| Up capture | 18.03% | Down capture | 33.80% |
| Max Drawdown | −65.21% | Ulcer Index | 46.80 |
| MTD | 11.33% | QTD | 1.91% |
| YTD | −1.00% | Window (ann., 3.0y) | −5.85% |
| Skewness | 1.57 | Excess Kurtosis | 10.72 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.16 |
| Gain/Pain | 0.05 | Hit Rate | 44.07% |
| Win/Loss | 1.17 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.56% | -8.86% | -6.99% | -9.91% |
| CVaR (ES) | -8.07% | -12.55% | -8.78% | -11.36% |
| VaR (Cornish-Fisher) | — | — | -3.94% | -11.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.21% | 2024-04-04 | 2026-07-29 | ongoing | 577 | — |
| -42.35% | 2023-09-11 | 2024-01-23 | 2024-04-01 | 93 | 48 |
| -6.65% | 2023-08-21 | 2023-08-23 | 2023-08-31 | 2 | 6 |
| -3.58% | 2023-09-05 | 2023-09-06 | 2023-09-08 | 1 | 2 |
| -1.39% | 2023-08-31 | 2023-09-01 | 2023-09-05 | 1 | 1 |
Worst depth first · lengths in trading days.