$0.57
+0.00 (+0.70%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 312.64% | Sharpe | −0.04 |
| Sortino | −0.15 |
| Beta | 2.65 | Correlation | 0.29 |
| Up capture | −88.77% | Down capture | 855.99% |
| Max Drawdown | −99.66% | Ulcer Index | 89.13 |
| MTD | 0.70% | QTD | −18.23% |
| YTD | −41.49% | Window (ann., 3.0y) | −84.77% |
| Skewness | 20.10 | Excess Kurtosis | 469.02 |
| Omega (θ=0) | 0.98 | Tail Ratio | 0.92 |
| Gain/Pain | −0.02 | Hit Rate | 39.28% |
| Win/Loss | 1.43 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.53% | -21.25% | -32.44% | -45.86% |
| CVaR (ES) | -15.34% | -26.97% | -40.67% | -52.54% |
| VaR (Cornish-Fisher) | — | — | 415.96% | 1080.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.66% | 2023-08-30 | 2026-07-27 | ongoing | 721 | — |
| -9.01% | 2023-08-18 | 2023-08-25 | 2023-08-29 | 5 | 2 |
Worst depth first · lengths in trading days.