$3.28
-0.09 (-2.67%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2026-03-16 — the price history has a 1508-day gap before it.
From 100 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 158.57% | Sharpe | −0.58 |
| Sortino | −0.89 |
Only 5 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −79.61% | Ulcer Index | 57.59 |
| MTD | −13.00% | QTD | −42.36% |
| YTD | −57.29% | Window return | −57.29% |
| Skewness | 0.71 | Excess Kurtosis | 1.11 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.18 |
| Gain/Pain | −0.09 | Hit Rate | 40.00% |
| Win/Loss | 1.34 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -15.07% | -19.17% | -16.80% | -23.60% |
| CVaR (ES) | -18.84% | -25.43% | -20.97% | -26.99% |
| VaR (Cornish-Fisher) | — | — | -14.47% | -19.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -79.61% | 2026-04-16 | 2026-08-21 | ongoing | 78 | — |
| -53.51% | 2026-03-25 | 2026-04-07 | 2026-04-15 | 8 | 6 |
| -19.92% | 2026-03-18 | 2026-03-20 | 2026-03-24 | 2 | 2 |
Worst depth first · lengths in trading days.