$2.94
-0.04 (-1.30%)
USD · as of 2026-08-21 · marketstack
From 251 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 62.33% | Sharpe | −0.08 |
| Sortino | −0.12 |
| Beta | 1.85 | Correlation | 0.55 |
| Up capture | −25.97% | Down capture | 65.59% |
| Max Drawdown | −58.81% | Ulcer Index | 39.74 |
| MTD | 10.94% | QTD | 21.49% |
| YTD | 30.67% | Window return | −21.60% |
| Skewness | 0.19 | Excess Kurtosis | 2.96 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.07 |
| Gain/Pain | −0.01 | Hit Rate | 45.02% |
| Win/Loss | 1.04 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.90% | -10.05% | -6.48% | -9.15% |
| CVaR (ES) | -8.82% | -13.81% | -8.12% | -10.49% |
| VaR (Cornish-Fisher) | — | — | -6.03% | -11.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.81% | 2025-08-22 | 2026-04-01 | ongoing | 152 | — |
Worst depth first · lengths in trading days.