$4.36
+0.05 (+1.16%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 92.63% | Sharpe | 0.18 |
| Sortino | 0.26 |
| Beta | −0.09 | Correlation | −0.01 |
| Up capture | 153.73% | Down capture | 253.08% |
| Max Drawdown | −96.33% | Ulcer Index | 70.21 |
| MTD | 3.07% | QTD | 3.56% |
| YTD | 29.38% | Window (ann., 3.0y) | −24.10% |
| Skewness | −0.16 | Excess Kurtosis | 10.68 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.17 |
| Gain/Pain | 0.03 | Hit Rate | 45.79% |
| Win/Loss | 1.16 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.35% | -13.60% | -9.53% | -13.51% |
| CVaR (ES) | -12.64% | -24.87% | -11.97% | -15.49% |
| VaR (Cornish-Fisher) | — | — | -8.54% | -28.72% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.33% | 2024-02-14 | 2025-05-23 | ongoing | 319 | — |
| -17.17% | 2023-08-18 | 2023-09-08 | 2023-12-01 | 14 | 59 |
| -7.99% | 2024-01-08 | 2024-01-16 | 2024-01-22 | 5 | 4 |
| -3.93% | 2023-12-14 | 2023-12-20 | 2023-12-27 | 4 | 4 |
| -3.04% | 2023-12-04 | 2023-12-11 | 2023-12-13 | 5 | 2 |
| -1.26% | 2024-01-23 | 2024-01-24 | 2024-01-25 | 1 | 1 |
| -1.18% | 2024-01-25 | 2024-01-26 | 2024-01-29 | 1 | 1 |
| -1.11% | 2024-02-12 | 2024-02-13 | 2024-02-14 | 1 | 1 |
| -0.73% | 2024-01-02 | 2024-01-03 | 2024-01-05 | 1 | 2 |
| -0.61% | 2023-12-27 | 2023-12-29 | 2024-01-02 | 2 | 1 |
Worst depth first · lengths in trading days.