$2.54
+0.13 (+5.39%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 119.58% | Sharpe | 0.58 |
| Sortino | 1.21 |
| Beta | 2.96 | Correlation | 0.34 |
| Up capture | 280.57% | Down capture | 258.66% |
| Max Drawdown | −91.28% | Ulcer Index | 72.30 |
| MTD | 21.53% | QTD | −10.25% |
| YTD | 37.30% | Window (ann., 3.0y) | 11.16% |
| Skewness | 6.19 | Excess Kurtosis | 80.08 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.23 |
| Gain/Pain | 0.14 | Hit Rate | 46.05% |
| Win/Loss | 1.25 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.46% | -11.98% | -12.12% | -17.25% |
| CVaR (ES) | -10.45% | -16.61% | -15.26% | -19.80% |
| VaR (Cornish-Fisher) | — | — | 18.74% | -15.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.28% | 2024-03-06 | 2025-03-26 | ongoing | 264 | — |
| -41.56% | 2023-10-17 | 2023-10-23 | 2023-12-15 | 4 | 38 |
| -30.85% | 2024-01-08 | 2024-01-19 | 2024-02-08 | 8 | 14 |
| -29.19% | 2023-08-18 | 2023-10-02 | 2023-10-17 | 30 | 11 |
| -16.00% | 2024-02-12 | 2024-02-22 | 2024-02-27 | 7 | 3 |
| -15.30% | 2023-12-29 | 2024-01-03 | 2024-01-08 | 2 | 3 |
| -5.17% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -4.98% | 2024-02-27 | 2024-02-28 | 2024-02-29 | 1 | 1 |
| -2.50% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
Worst depth first · lengths in trading days.