$4.15
+0.03 (+0.73%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 112.95% | Sharpe | 0.99 |
| Sortino | 1.68 |
| Beta | 1.48 | Correlation | 0.23 |
| Up capture | 317.28% | Down capture | 648.78% |
| Max Drawdown | −69.58% | Ulcer Index | 39.04 |
| MTD | 18.23% | QTD | 1.97% |
| YTD | −50.83% | Window return | 61.48% |
| Skewness | 0.83 | Excess Kurtosis | 3.84 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.64 |
| Gain/Pain | 0.20 | Hit Rate | 45.87% |
| Win/Loss | 1.37 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.91% | -13.83% | -11.26% | -16.11% |
| CVaR (ES) | -12.71% | -20.48% | -14.23% | -18.52% |
| VaR (Cornish-Fisher) | — | — | -8.94% | -16.31% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.58% | 2026-02-19 | 2026-07-28 | ongoing | 99 | — |
| -45.45% | 2025-10-06 | 2025-10-22 | 2025-12-11 | 12 | 35 |
| -21.50% | 2025-12-18 | 2026-01-05 | 2026-02-19 | 10 | 31 |
| -20.73% | 2025-09-09 | 2025-09-15 | 2025-09-16 | 4 | 1 |
| -12.38% | 2025-09-16 | 2025-09-18 | 2025-09-26 | 2 | 6 |
| -8.98% | 2025-09-29 | 2025-09-30 | 2025-10-02 | 1 | 2 |
| -6.35% | 2025-10-02 | 2025-10-03 | 2025-10-06 | 1 | 1 |
| -4.28% | 2025-08-20 | 2025-08-21 | 2025-08-27 | 1 | 4 |
| -4.17% | 2025-12-12 | 2025-12-15 | 2025-12-17 | 1 | 2 |
| -1.96% | 2025-08-29 | 2025-09-02 | 2025-09-03 | 1 | 1 |
Worst depth first · lengths in trading days.