$1.58
+0.00 (+0.00%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 185.10% | Sharpe | 0.20 |
| Sortino | 0.52 |
| Beta | 2.25 | Correlation | 0.19 |
| Up capture | 70.57% | Down capture | 249.23% |
| Max Drawdown | −96.50% | Ulcer Index | 70.72 |
| MTD | −0.63% | QTD | −11.24% |
| YTD | −58.53% | Window (ann., 3.0y) | −52.62% |
| Skewness | 10.31 | Excess Kurtosis | 153.48 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.01 |
| Gain/Pain | 0.07 | Hit Rate | 38.96% |
| Win/Loss | 1.51 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.43% | -16.33% | -19.03% | -26.98% |
| CVaR (ES) | -14.30% | -26.87% | -23.90% | -30.93% |
| VaR (Cornish-Fisher) | — | — | 74.56% | 109.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.50% | 2024-07-30 | 2026-07-24 | ongoing | 492 | — |
| -61.42% | 2023-08-30 | 2024-02-13 | 2024-03-27 | 114 | 30 |
| -45.08% | 2024-04-01 | 2024-06-20 | 2024-07-30 | 56 | 27 |
| -2.63% | 2023-08-18 | 2023-08-24 | 2023-08-25 | 4 | 1 |
Worst depth first · lengths in trading days.