$1.64
+0.00 (+0.00%)
USD · as of 2026-08-19 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 125.13% | Sharpe | 0.59 |
| Sortino | 1.05 |
| Beta | 2.51 | Correlation | 0.27 |
| Up capture | 130.56% | Down capture | −338.77% |
| Max Drawdown | −74.53% | Ulcer Index | 35.38 |
| MTD | 1.86% | QTD | −3.53% |
| YTD | −8.38% | Window return | 0.00% |
| Skewness | 2.55 | Excess Kurtosis | 31.85 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.44 |
| Gain/Pain | 0.15 | Hit Rate | 43.72% |
| Win/Loss | 1.36 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.10% | -13.32% | -12.67% | -18.04% |
| CVaR (ES) | -12.31% | -27.51% | -15.96% | -20.71% |
| VaR (Cornish-Fisher) | — | — | -0.92% | -42.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.53% | 2026-02-18 | 2026-06-15 | ongoing | 76 | — |
| -45.86% | 2025-10-31 | 2026-01-05 | 2026-02-12 | 43 | 27 |
| -17.61% | 2025-08-28 | 2025-09-17 | 2025-09-19 | 13 | 2 |
| -12.31% | 2025-10-09 | 2025-10-22 | 2025-10-23 | 9 | 1 |
| -10.99% | 2025-09-23 | 2025-09-25 | 2025-10-08 | 2 | 9 |
| -7.06% | 2025-10-27 | 2025-10-29 | 2025-10-30 | 2 | 1 |
| -1.83% | 2025-08-18 | 2025-08-19 | 2025-08-21 | 1 | 2 |
| -1.70% | 2025-09-19 | 2025-09-22 | 2025-09-23 | 1 | 1 |
| -1.54% | 2026-02-12 | 2026-02-13 | 2026-02-17 | 1 | 1 |
| -1.22% | 2025-08-21 | 2025-08-22 | 2025-08-26 | 1 | 2 |
Worst depth first · lengths in trading days.