$0.00
+0.00 (+0.00%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 242.52% | Sharpe | 0.25 |
| Sortino | 0.47 |
| Beta | 1.97 | Correlation | 0.18 |
| Up capture | −63.30% | Down capture | 567.85% |
| Max Drawdown | −99.89% | Ulcer Index | 82.82 |
| MTD | 100.00% | QTD | −42.61% |
| YTD | −63.34% | Window (ann., 3.0y) | −84.11% |
| Skewness | 4.03 | Excess Kurtosis | 35.72 |
| Omega (θ=0) | 1.07 | Tail Ratio | 0.93 |
| Gain/Pain | 0.07 | Hit Rate | 38.67% |
| Win/Loss | 1.35 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -15.65% | -41.82% | -24.89% | -35.30% |
| CVaR (ES) | -28.81% | -50.25% | -31.28% | -40.48% |
| VaR (Cornish-Fisher) | — | — | 8.25% | -24.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.89% | 2023-10-24 | 2026-04-17 | ongoing | 621 | — |
| -56.86% | 2023-09-07 | 2023-10-12 | 2023-10-23 | 25 | 7 |
| -6.10% | 2023-08-29 | 2023-08-31 | 2023-09-07 | 2 | 4 |
| -3.41% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
Worst depth first · lengths in trading days.