$0.49
-0.01 (-1.53%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 129.24% | Sharpe | −0.29 |
| Sortino | −0.55 |
| Beta | −0.11 | Correlation | −0.02 |
| Up capture | −94.86% | Down capture | 452.73% |
| Max Drawdown | −97.65% | Ulcer Index | 76.55 |
| MTD | 6.52% | QTD | −4.85% |
| YTD | −62.02% | Window (ann., 3.0y) | −65.53% |
| Skewness | 5.34 | Excess Kurtosis | 64.79 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.99 |
| Gain/Pain | −0.07 | Hit Rate | 40.72% |
| Win/Loss | 1.27 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.92% | -17.08% | -13.54% | -19.09% |
| CVaR (ES) | -13.86% | -22.69% | -16.94% | -21.85% |
| VaR (Cornish-Fisher) | — | — | 13.82% | -23.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -97.65% | 2023-09-07 | 2025-11-21 | ongoing | 555 | — |
| -1.64% | 2023-08-22 | 2023-08-23 | 2023-08-30 | 1 | 5 |
| -0.90% | 2023-08-30 | 2023-08-31 | 2023-09-06 | 1 | 3 |
Worst depth first · lengths in trading days.