$14.07
-0.31 (-2.16%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 205.33% | Sharpe | 0.48 |
| Sortino | 1.16 |
| Beta | 3.08 | Correlation | 0.36 |
| Up capture | 199.65% | Down capture | 348.50% |
| Max Drawdown | −95.02% | Ulcer Index | 76.90 |
| MTD | 11.49% | QTD | −0.07% |
| YTD | 104.21% | Window (ann., 3.0y) | −32.43% |
| Skewness | 10.35 | Excess Kurtosis | 184.08 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.06 |
| Gain/Pain | 0.14 | Hit Rate | 43.57% |
| Win/Loss | 1.39 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.58% | -20.45% | -20.88% | -29.70% |
| CVaR (ES) | -17.76% | -28.16% | -26.29% | -34.08% |
| VaR (Cornish-Fisher) | — | — | 91.21% | 33.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.02% | 2024-07-11 | 2025-04-21 | ongoing | 193 | — |
| -82.86% | 2023-09-06 | 2024-07-09 | 2024-07-11 | 210 | 2 |
| -6.60% | 2023-08-21 | 2023-08-25 | 2023-08-31 | 4 | 4 |
Worst depth first · lengths in trading days.