$4.57
-0.11 (-2.35%)
USD · as of 2026-08-20 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 113.00% | Sharpe | −0.23 |
| Sortino | −0.33 |
| Beta | 0.65 | Correlation | 0.09 |
| Up capture | 21.99% | Down capture | 514.56% |
| Max Drawdown | −94.02% | Ulcer Index | 77.40 |
| MTD | −5.38% | QTD | −42.08% |
| YTD | −69.29% | Window (ann., 3.0y) | −60.06% |
| Skewness | −0.06 | Excess Kurtosis | 6.68 |
| Omega (θ=0) | 0.96 | Tail Ratio | 1.12 |
| Gain/Pain | −0.04 | Hit Rate | 45.87% |
| Win/Loss | 1.08 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.30% | -22.68% | -11.81% | -16.66% |
| CVaR (ES) | -16.42% | -31.10% | -14.79% | -19.08% |
| VaR (Cornish-Fisher) | — | — | -10.97% | -28.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.02% | 2023-09-01 | 2026-08-18 | ongoing | 739 | — |
| -3.36% | 2023-08-22 | 2023-08-31 | 2023-09-01 | 7 | 1 |
Worst depth first · lengths in trading days.