$1.51
+0.01 (+0.67%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 140.10% | Sharpe | 0.02 |
| Sortino | 0.03 |
| Beta | 1.34 | Correlation | 0.11 |
| Up capture | −135.47% | Down capture | −279.88% |
| Max Drawdown | −81.90% | Ulcer Index | 39.37 |
| MTD | −53.11% | QTD | −70.22% |
| YTD | −63.88% | Window return | −63.26% |
| Skewness | −0.43 | Excess Kurtosis | 6.34 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.22 |
| Gain/Pain | 0.00 | Hit Rate | 44.53% |
| Win/Loss | 1.23 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.72% | -16.90% | -14.50% | -20.52% |
| CVaR (ES) | -17.54% | -32.49% | -18.19% | -23.51% |
| VaR (Cornish-Fisher) | — | — | -14.43% | -35.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.90% | 2026-05-14 | 2026-08-18 | ongoing | 62 | — |
| -62.17% | 2025-09-15 | 2025-10-30 | 2026-04-23 | 33 | 117 |
| -13.62% | 2026-04-27 | 2026-05-05 | 2026-05-13 | 6 | 6 |
| -6.61% | 2025-08-29 | 2025-09-02 | 2025-09-04 | 1 | 2 |
| -5.22% | 2026-04-23 | 2026-04-24 | 2026-04-27 | 1 | 1 |
| -1.27% | 2025-09-05 | 2025-09-08 | 2025-09-09 | 1 | 1 |
| -1.01% | 2025-08-25 | 2025-08-26 | 2025-08-27 | 1 | 1 |
| -0.18% | 2025-09-09 | 2025-09-10 | 2025-09-11 | 1 | 1 |
Worst depth first · lengths in trading days.