$2.60
+0.01 (+0.39%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 77.06% | Sharpe | 0.09 |
| Sortino | 0.15 |
| Beta | 0.78 | Correlation | 0.24 |
| Up capture | 29.51% | Down capture | 183.86% |
| Max Drawdown | −76.49% | Ulcer Index | 54.42 |
| MTD | 1.56% | QTD | −1.14% |
| YTD | 31.98% | Window (ann., 3.0y) | −18.67% |
| Skewness | 2.66 | Excess Kurtosis | 26.58 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.04 |
| Gain/Pain | 0.02 | Hit Rate | 44.98% |
| Win/Loss | 1.14 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.12% | -11.23% | -7.96% | -11.27% |
| CVaR (ES) | -9.36% | -15.76% | -9.99% | -12.91% |
| VaR (Cornish-Fisher) | — | — | -1.03% | -18.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.49% | 2024-02-01 | 2025-11-20 | ongoing | 453 | — |
| -24.40% | 2023-11-06 | 2023-11-27 | 2024-02-01 | 14 | 45 |
| -23.04% | 2023-08-23 | 2023-08-30 | 2023-10-13 | 5 | 31 |
| -9.23% | 2023-10-13 | 2023-10-24 | 2023-11-06 | 7 | 9 |
| -4.85% | 2023-08-18 | 2023-08-22 | 2023-08-23 | 2 | 1 |
Worst depth first · lengths in trading days.