$3.44
+0.08 (+2.38%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 451.80% | Sharpe | 0.42 |
| Sortino | 1.74 |
| Beta | 4.75 | Correlation | 0.40 |
| Up capture | 174.68% | Down capture | 820.05% |
| Max Drawdown | −99.03% | Ulcer Index | 81.29 |
| MTD | 17.01% | QTD | −8.51% |
| YTD | −67.97% | Window (ann., 3.0y) | −73.02% |
Price only — no dividends, so this understates total return.
| Skewness | 21.78 | Excess Kurtosis | 546.96 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.13 |
| Gain/Pain | 0.25 | Hit Rate | 42.30% |
| Win/Loss | 1.60 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.96% | -30.51% | -46.06% | -65.46% |
| CVaR (ES) | -22.60% | -45.60% | -57.95% | -75.10% |
| VaR (Cornish-Fisher) | — | — | 697.89% | 1832.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.03% | 2023-12-05 | 2025-05-12 | ongoing | 358 | — |
| -47.09% | 2023-08-24 | 2023-10-24 | 2023-11-30 | 42 | 26 |
| -34.54% | 2023-11-30 | 2023-12-01 | 2023-12-05 | 1 | 2 |
| -2.53% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.