$4.79
+0.25 (+5.51%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 122.32% | Sharpe | 0.34 |
| Sortino | 0.68 |
| Beta | 1.19 | Correlation | 0.15 |
| Up capture | 135.56% | Down capture | 100.09% |
| Max Drawdown | −89.25% | Ulcer Index | 69.62 |
| MTD | 20.35% | QTD | −13.69% |
| YTD | 19.15% | Window (ann., 3.0y) | −18.07% |
| Skewness | 8.01 | Excess Kurtosis | 153.00 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.10 |
| Gain/Pain | 0.09 | Hit Rate | 43.60% |
| Win/Loss | 1.30 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.73% | -12.71% | -12.51% | -17.76% |
| CVaR (ES) | -11.73% | -20.20% | -15.73% | -20.37% |
| VaR (Cornish-Fisher) | — | — | 38.14% | -61.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.25% | 2024-02-06 | 2025-04-09 | ongoing | 294 | — |
| -57.65% | 2023-08-21 | 2023-11-13 | 2024-02-02 | 59 | 55 |
Worst depth first · lengths in trading days.