$16.45
-0.45 (-2.66%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 76.92% | Sharpe | 0.39 |
| Sortino | 0.58 |
| Beta | 0.86 | Correlation | 0.15 |
| Up capture | 97.82% | Down capture | 38.90% |
| Max Drawdown | −73.85% | Ulcer Index | 41.93 |
| MTD | 17.75% | QTD | 7.03% |
| YTD | 208.05% | Window (ann., 3.0y) | 0.72% |
| Skewness | 0.02 | Excess Kurtosis | 2.18 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.29 |
| Gain/Pain | 0.07 | Hit Rate | 46.32% |
| Win/Loss | 1.13 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.69% | -11.52% | -7.85% | -11.15% |
| CVaR (ES) | -10.00% | -16.45% | -9.87% | -12.79% |
| VaR (Cornish-Fisher) | — | — | -7.60% | -13.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -73.85% | 2024-09-19 | 2025-12-30 | ongoing | 320 | — |
| -44.61% | 2023-08-23 | 2023-11-13 | 2024-09-18 | 57 | 212 |
Worst depth first · lengths in trading days.