$2.00
+0.07 (+3.63%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 104.86% | Sharpe | −0.20 |
| Sortino | −0.28 |
| Beta | 2.34 | Correlation | 0.25 |
| Up capture | 59.44% | Down capture | 135.04% |
| Max Drawdown | −92.69% | Ulcer Index | 61.18 |
| MTD | 4.17% | QTD | −79.53% |
| YTD | −72.83% | Window (ann., 3.0y) | −56.84% |
| Skewness | −1.06 | Excess Kurtosis | 20.79 |
| Omega (θ=0) | 0.96 | Tail Ratio | 1.17 |
| Gain/Pain | −0.04 | Hit Rate | 44.40% |
| Win/Loss | 1.16 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.75% | -13.61% | -10.95% | -15.45% |
| CVaR (ES) | -13.10% | -23.63% | -13.71% | -17.69% |
| VaR (Cornish-Fisher) | — | — | -10.02% | -49.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.69% | 2024-02-06 | 2026-08-17 | ongoing | 631 | — |
| -59.29% | 2023-08-18 | 2023-11-29 | 2024-02-06 | 71 | 46 |
Worst depth first · lengths in trading days.