$1.06
-0.09 (-7.83%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 276.98% | Sharpe | −0.51 |
| Sortino | −1.31 |
| Beta | 1.10 | Correlation | 0.11 |
| Up capture | −628.50% | Down capture | 842.28% |
| Max Drawdown | −98.38% | Ulcer Index | 82.99 |
| MTD | 13.15% | QTD | −44.21% |
| YTD | −71.83% | Window return | −97.63% |
| Skewness | 6.91 | Excess Kurtosis | 66.10 |
| Omega (θ=0) | 0.86 | Tail Ratio | 0.78 |
| Gain/Pain | −0.14 | Hit Rate | 30.17% |
| Win/Loss | 1.83 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -13.95% | -23.19% | -29.26% | -41.15% |
| CVaR (ES) | -20.69% | -32.26% | -36.55% | -47.06% |
| VaR (Cornish-Fisher) | — | — | 43.89% | 90.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.38% | 2025-10-16 | 2026-07-29 | ongoing | 185 | — |
| -34.97% | 2025-08-25 | 2025-10-13 | 2025-10-16 | 34 | 3 |
| -6.25% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.