$1.10
+0.04 (+3.77%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 75.88% | Sharpe | 0.27 |
| Sortino | 0.41 |
| Beta | 1.48 | Correlation | 0.29 |
| Up capture | 119.04% | Down capture | 227.62% |
| Max Drawdown | −73.65% | Ulcer Index | 36.51 |
| MTD | 1.85% | QTD | −16.03% |
| YTD | −34.13% | Window (ann., 3.0y) | −7.95% |
| Skewness | 0.51 | Excess Kurtosis | 3.46 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.22 |
| Gain/Pain | 0.05 | Hit Rate | 44.33% |
| Win/Loss | 1.21 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.65% | -9.12% | -7.78% | -11.04% |
| CVaR (ES) | -8.79% | -13.54% | -9.78% | -12.66% |
| VaR (Cornish-Fisher) | — | — | -6.73% | -12.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -73.65% | 2024-03-29 | 2025-04-08 | 2025-09-18 | 257 | 112 |
| -47.45% | 2025-11-03 | 2026-07-24 | ongoing | 176 | — |
| -38.81% | 2023-08-18 | 2024-02-01 | 2024-03-28 | 114 | 39 |
| -11.05% | 2025-10-15 | 2025-10-22 | 2025-10-30 | 5 | 6 |
| -7.26% | 2025-09-29 | 2025-10-10 | 2025-10-14 | 9 | 2 |
| -4.32% | 2025-09-22 | 2025-09-25 | 2025-09-26 | 3 | 1 |
| -1.29% | 2025-09-18 | 2025-09-19 | 2025-09-22 | 1 | 1 |
Worst depth first · lengths in trading days.