$0.00
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
1 vendor bar left out of the 52-week range — 2025-09-16: the high/low contradict the close on the same bar.
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 2853.95% | Sharpe | 0.58 |
| Sortino | 12.76 |
| Beta | −0.86 | Correlation | −0.03 |
| Up capture | 380.53% | Down capture | 374.99% |
| Max Drawdown | −100.00% | Ulcer Index | 88.77 |
| MTD | 0.00% | QTD | 0.00% |
| YTD | 0.00% | Window (ann., 3.0y) | −97.46% |
| Skewness | 27.01 | Excess Kurtosis | 732.75 |
| Omega (θ=0) | 3.64 | Tail Ratio | 0.76 |
| Gain/Pain | 2.64 | Hit Rate | 17.91% |
| Win/Loss | 5.53 | Upside Potential | 1.11 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -15.11% | -28.59% | -289.13% | -411.65% |
| CVaR (ES) | -27.62% | -55.18% | -364.25% | -472.57% |
| VaR (Cornish-Fisher) | — | — | 6214.15% | 21736.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -100.00% | 2024-02-01 | 2025-02-28 | ongoing | 265 | — |
| -77.55% | 2023-09-15 | 2023-11-28 | 2024-01-08 | 51 | 27 |
| -57.98% | 2024-01-10 | 2024-01-23 | 2024-01-30 | 8 | 5 |
| -17.34% | 2023-08-21 | 2023-09-11 | 2023-09-15 | 14 | 4 |
Worst depth first · lengths in trading days.