$1.59
+0.15 (+10.42%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 173.51% | Sharpe | 0.10 |
| Sortino | 0.26 |
| Beta | 2.43 | Correlation | 0.27 |
| Up capture | 12.04% | Down capture | 312.70% |
| Max Drawdown | −96.89% | Ulcer Index | 79.50 |
| MTD | 8.16% | QTD | 2.58% |
| YTD | 50.00% | Window (ann., 3.0y) | −55.25% |
| Skewness | 10.29 | Excess Kurtosis | 158.04 |
| Omega (θ=0) | 1.03 | Tail Ratio | 0.93 |
| Gain/Pain | 0.03 | Hit Rate | 43.37% |
| Win/Loss | 1.25 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.51% | -16.53% | -17.91% | -25.36% |
| CVaR (ES) | -13.97% | -20.09% | -22.48% | -29.06% |
| VaR (Cornish-Fisher) | — | — | 70.67% | 89.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.89% | 2023-10-24 | 2026-03-30 | ongoing | 608 | — |
| -40.21% | 2023-09-11 | 2023-10-23 | 2023-10-24 | 30 | 1 |
| -8.36% | 2023-08-18 | 2023-09-07 | 2023-09-11 | 13 | 2 |
Worst depth first · lengths in trading days.