$11.13
-0.87 (-7.25%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 436.17% | Sharpe | 0.48 |
| Sortino | 3.22 |
| Beta | 1.22 | Correlation | 0.22 |
| Up capture | 105.64% | Down capture | 231.57% |
| Max Drawdown | −86.66% | Ulcer Index | 61.84 |
| MTD | 6.00% | QTD | −4.79% |
| YTD | −0.18% | Window (ann., 3.0y) | −13.02% |
Price only — no dividends, so this understates total return.
| Skewness | 25.13 | Excess Kurtosis | 664.23 |
| Omega (θ=0) | 1.42 | Tail Ratio | 1.02 |
| Gain/Pain | 0.42 | Hit Rate | 43.97% |
| Win/Loss | 1.72 | Upside Potential | 0.69 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.87% | -14.77% | -44.36% | -63.08% |
| CVaR (ES) | -13.21% | -24.28% | -55.84% | -72.40% |
| VaR (Cornish-Fisher) | — | — | 846.14% | 2708.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.66% | 2025-07-11 | 2026-03-24 | ongoing | 176 | — |
| -72.75% | 2023-08-23 | 2024-12-18 | 2025-07-11 | 333 | 138 |
| -2.37% | 2023-08-18 | 2023-08-22 | 2023-08-23 | 2 | 1 |
Worst depth first · lengths in trading days.