$5.16
-0.47 (-8.35%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 188.25% | Sharpe | −1.02 |
| Sortino | −1.62 |
| Beta | 3.48 | Correlation | 0.66 |
| Up capture | −524.82% | Down capture | 1767.50% |
| Max Drawdown | −97.10% | Ulcer Index | 81.08 |
| MTD | 0.19% | QTD | −6.52% |
| YTD | −83.08% | Window return | −96.91% |
| Skewness | 1.94 | Excess Kurtosis | 15.04 |
| Omega (θ=0) | 0.81 | Tail Ratio | 1.02 |
| Gain/Pain | −0.19 | Hit Rate | 38.02% |
| Win/Loss | 1.25 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -14.84% | -31.44% | -20.27% | -28.35% |
| CVaR (ES) | -24.29% | -38.67% | -25.22% | -32.37% |
| VaR (Cornish-Fisher) | — | — | -9.31% | -36.43% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -97.10% | 2025-08-22 | 2026-08-06 | ongoing | 229 | — |
| -16.77% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.