$1.39
+0.12 (+9.45%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 66.08% | Sharpe | −0.17 |
| Sortino | −0.24 |
| Beta | 2.50 | Correlation | 0.46 |
| Up capture | 67.46% | Down capture | 300.36% |
| Max Drawdown | −87.42% | Ulcer Index | 51.81 |
| MTD | 32.38% | QTD | 13.01% |
| YTD | −10.32% | Window (ann., 3.0y) | −28.01% |
| Skewness | −0.07 | Excess Kurtosis | 6.07 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.14 |
| Gain/Pain | −0.03 | Hit Rate | 46.18% |
| Win/Loss | 1.04 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.89% | -10.19% | -6.89% | -9.73% |
| CVaR (ES) | -8.73% | -14.85% | -8.63% | -11.14% |
| VaR (Cornish-Fisher) | — | — | -6.46% | -15.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.42% | 2024-01-12 | 2026-03-30 | ongoing | 553 | — |
| -32.07% | 2023-09-11 | 2023-10-05 | 2023-11-16 | 18 | 30 |
| -15.65% | 2023-12-05 | 2024-01-03 | 2024-01-10 | 19 | 5 |
| -6.90% | 2023-08-21 | 2023-08-24 | 2023-09-11 | 3 | 11 |
| -3.78% | 2023-11-20 | 2023-11-21 | 2023-11-24 | 1 | 2 |
| -2.46% | 2023-11-29 | 2023-11-30 | 2023-12-01 | 1 | 1 |
| -0.64% | 2023-11-24 | 2023-11-27 | 2023-11-28 | 1 | 1 |
Worst depth first · lengths in trading days.