$2.67
-0.55 (-17.08%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 195.31% | Sharpe | −0.03 |
| Sortino | −0.07 |
| Beta | 4.77 | Correlation | 0.49 |
| Up capture | 137.22% | Down capture | 1031.52% |
| Max Drawdown | −99.36% | Ulcer Index | 91.03 |
| MTD | 47.51% | QTD | 16.34% |
| YTD | −71.98% | Window (ann., 3.0y) | −76.92% |
| Skewness | 6.41 | Excess Kurtosis | 68.51 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.07 |
| Gain/Pain | −0.01 | Hit Rate | 39.49% |
| Win/Loss | 1.47 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.04% | -21.27% | -20.26% | -28.64% |
| CVaR (ES) | -17.66% | -31.16% | -25.40% | -32.81% |
| VaR (Cornish-Fisher) | — | — | 28.69% | 22.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.36% | 2023-08-29 | 2026-07-29 | ongoing | 725 | — |
| -2.23% | 2023-08-18 | 2023-08-21 | 2023-08-22 | 1 | 1 |
| -0.55% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
| -0.55% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
Worst depth first · lengths in trading days.