$0.96
+0.09 (+10.53%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 187.00% | Sharpe | 0.56 |
| Sortino | 1.38 |
| Beta | 1.86 | Correlation | 0.13 |
| Up capture | 280.49% | Down capture | −55.90% |
| Max Drawdown | −92.90% | Ulcer Index | 68.00 |
| MTD | 79.35% | QTD | 10.03% |
| YTD | −61.15% | Window (ann., 3.0y) | −15.16% |
| Skewness | 8.46 | Excess Kurtosis | 119.73 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.28 |
| Gain/Pain | 0.16 | Hit Rate | 42.97% |
| Win/Loss | 1.43 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.47% | -17.73% | -18.96% | -26.99% |
| CVaR (ES) | -14.68% | -23.22% | -23.88% | -30.98% |
| VaR (Cornish-Fisher) | — | — | 53.70% | 34.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.90% | 2024-02-08 | 2025-01-31 | ongoing | 245 | — |
| -25.93% | 2023-09-12 | 2023-11-09 | 2023-12-18 | 42 | 26 |
| -9.88% | 2023-12-27 | 2024-01-02 | 2024-01-09 | 3 | 5 |
| -7.52% | 2023-12-18 | 2023-12-19 | 2023-12-21 | 1 | 2 |
| -6.37% | 2024-01-29 | 2024-02-02 | 2024-02-08 | 4 | 4 |
| -5.93% | 2023-12-22 | 2023-12-26 | 2023-12-27 | 1 | 1 |
| -5.91% | 2023-08-31 | 2023-09-06 | 2023-09-12 | 3 | 4 |
| -5.74% | 2024-01-19 | 2024-01-24 | 2024-01-29 | 3 | 3 |
| -5.53% | 2024-01-09 | 2024-01-16 | 2024-01-18 | 4 | 2 |
| -2.69% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.