$0.04
-0.01 (-20.41%)
USD · as of 2026-08-19 · marketstack
From 250 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 167.79% | Sharpe | 0.53 |
| Sortino | 0.84 |
| Beta | −2.05 | Correlation | −0.27 |
| Up capture | −97.67% | Down capture | −448.24% |
| Max Drawdown | −80.23% | Ulcer Index | 29.57 |
| MTD | −26.88% | QTD | −69.48% |
| YTD | −63.05% | Window return | −38.42% |
| Skewness | 0.80 | Excess Kurtosis | 6.46 |
| Omega (θ=0) | 1.15 | Tail Ratio | 0.96 |
| Gain/Pain | 0.15 | Hit Rate | 22.80% |
| Win/Loss | 1.15 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -16.49% | -29.40% | -17.03% | -24.23% |
| CVaR (ES) | -24.50% | -35.68% | -21.45% | -27.81% |
| VaR (Cornish-Fisher) | — | — | -13.11% | -31.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.23% | 2026-03-25 | 2026-08-14 | ongoing | 96 | — |
| -27.06% | 2025-11-06 | 2025-11-11 | 2025-12-02 | 3 | 14 |
| -25.23% | 2025-12-04 | 2025-12-05 | 2025-12-08 | 1 | 1 |
| -18.18% | 2025-09-24 | 2025-09-26 | 2025-10-10 | 2 | 10 |
| -17.81% | 2025-10-14 | 2025-10-15 | 2025-11-03 | 1 | 13 |
| -16.39% | 2025-08-19 | 2025-08-25 | 2025-09-24 | 4 | 21 |
| -14.95% | 2025-12-19 | 2026-02-06 | 2026-03-10 | 32 | 21 |
| -14.02% | 2025-12-10 | 2025-12-11 | 2025-12-19 | 1 | 6 |
| -11.45% | 2026-03-13 | 2026-03-16 | 2026-03-17 | 1 | 1 |
| -4.30% | 2026-03-18 | 2026-03-19 | 2026-03-20 | 1 | 1 |
Worst depth first · lengths in trading days.