$2.05
+0.01 (+0.49%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 89.06% | Sharpe | 0.34 |
| Sortino | 0.45 |
| Beta | −0.86 | Correlation | −0.10 |
| Up capture | 156.20% | Down capture | 124.60% |
| Max Drawdown | −82.77% | Ulcer Index | 55.60 |
| MTD | −3.30% | QTD | −19.92% |
| YTD | −74.47% | Window (ann., 3.0y) | −20.92% |
| Skewness | −3.33 | Excess Kurtosis | 51.39 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.35 |
| Gain/Pain | 0.07 | Hit Rate | 46.67% |
| Win/Loss | 1.14 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.42% | -12.08% | -9.11% | -12.93% |
| CVaR (ES) | -11.83% | -24.00% | -11.45% | -14.83% |
| VaR (Cornish-Fisher) | — | — | -7.43% | -70.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.77% | 2026-01-15 | 2026-04-06 | ongoing | 54 | — |
| -76.33% | 2024-06-17 | 2025-11-04 | 2026-01-14 | 347 | 48 |
| -45.24% | 2023-08-23 | 2023-10-30 | 2024-03-13 | 47 | 92 |
| -31.80% | 2024-04-10 | 2024-04-24 | 2024-05-21 | 10 | 19 |
| -15.66% | 2024-03-13 | 2024-03-22 | 2024-03-26 | 7 | 2 |
| -13.02% | 2024-04-01 | 2024-04-04 | 2024-04-09 | 3 | 3 |
| -4.35% | 2024-05-24 | 2024-05-29 | 2024-05-30 | 2 | 1 |
| -2.01% | 2024-06-10 | 2024-06-11 | 2024-06-13 | 1 | 2 |
| -0.91% | 2024-05-22 | 2024-05-23 | 2024-05-24 | 1 | 1 |
| -0.56% | 2024-06-04 | 2024-06-05 | 2024-06-07 | 1 | 2 |
Worst depth first · lengths in trading days.