$1.01
+0.02 (+2.02%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.32% | Sharpe | 0.13 |
| Sortino | 0.19 |
| Beta | −0.02 | Correlation | −0.00 |
| Up capture | −36.56% | Down capture | −146.44% |
| Max Drawdown | −59.39% | Ulcer Index | 35.04 |
| MTD | 15.83% | QTD | −5.61% |
| YTD | −7.34% | Window (ann., 3.0y) | −11.78% |
| Skewness | 0.15 | Excess Kurtosis | 6.00 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.13 |
| Gain/Pain | 0.03 | Hit Rate | 44.04% |
| Win/Loss | 1.04 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.54% | -11.00% | -6.73% | -9.54% |
| CVaR (ES) | -9.15% | -16.29% | -8.45% | -10.93% |
| VaR (Cornish-Fisher) | — | — | -6.06% | -14.84% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.39% | 2023-09-08 | 2024-04-25 | ongoing | 158 | — |
| -2.72% | 2023-08-21 | 2023-08-24 | 2023-08-25 | 3 | 1 |
| -2.03% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
| -1.92% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
Worst depth first · lengths in trading days.