$11.58
+0.29 (+2.57%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.42% | Sharpe | −1.06 |
| Sortino | −1.51 |
| Beta | 0.98 | Correlation | 0.37 |
| Up capture | −77.91% | Down capture | 358.72% |
| Max Drawdown | −88.76% | Ulcer Index | 74.26 |
| MTD | 17.80% | QTD | 9.14% |
| YTD | 8.43% | Window (ann., 3.0y) | −48.09% |
| Skewness | 1.47 | Excess Kurtosis | 25.25 |
| Omega (θ=0) | 0.82 | Tail Ratio | 0.96 |
| Gain/Pain | −0.18 | Hit Rate | 44.19% |
| Win/Loss | 1.01 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.53% | -7.22% | -5.44% | -7.60% |
| CVaR (ES) | -6.77% | -11.58% | -6.76% | -8.68% |
| VaR (Cornish-Fisher) | — | — | -2.36% | -20.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.76% | 2023-08-30 | 2026-07-23 | ongoing | 722 | — |
| -1.42% | 2023-08-21 | 2023-08-25 | 2023-08-30 | 4 | 3 |
Worst depth first · lengths in trading days.