$0.94
+0.00 (+0.42%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 131.89% | Sharpe | −0.49 |
| Sortino | −0.82 |
| Beta | 1.21 | Correlation | 0.17 |
| Up capture | −272.92% | Down capture | 182.39% |
| Max Drawdown | −99.15% | Ulcer Index | 76.98 |
| MTD | −27.13% | QTD | −68.67% |
| YTD | −67.70% | Window (ann., 3.0y) | −76.00% |
| Skewness | 2.97 | Excess Kurtosis | 27.57 |
| Omega (θ=0) | 0.90 | Tail Ratio | 1.11 |
| Gain/Pain | −0.10 | Hit Rate | 42.57% |
| Win/Loss | 1.12 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.46% | -18.11% | -13.92% | -19.59% |
| CVaR (ES) | -15.33% | -24.21% | -17.40% | -22.40% |
| VaR (Cornish-Fisher) | — | — | -0.90% | -27.31% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.15% | 2023-09-19 | 2026-08-18 | ongoing | 725 | — |
| -10.77% | 2023-08-23 | 2023-08-25 | 2023-08-30 | 2 | 3 |
| -3.16% | 2023-09-07 | 2023-09-08 | 2023-09-15 | 1 | 5 |
| -0.66% | 2023-09-05 | 2023-09-06 | 2023-09-07 | 1 | 1 |
Worst depth first · lengths in trading days.