$0.91
+0.03 (+3.21%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 62.02% | Sharpe | −0.39 |
| Sortino | −0.58 |
| Beta | 0.14 | Correlation | 0.03 |
| Up capture | −30.20% | Down capture | 197.36% |
| Max Drawdown | −82.76% | Ulcer Index | 42.13 |
| MTD | 39.98% | QTD | 29.97% |
| YTD | −48.88% | Window (ann., 3.0y) | −34.83% |
| Skewness | 0.73 | Excess Kurtosis | 3.42 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.06 |
| Gain/Pain | −0.07 | Hit Rate | 41.79% |
| Win/Loss | 1.10 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.97% | -8.90% | -6.52% | -9.18% |
| CVaR (ES) | -7.98% | -11.30% | -8.15% | -10.51% |
| VaR (Cornish-Fisher) | — | — | -5.40% | -9.42% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.76% | 2023-11-01 | 2026-07-31 | ongoing | 684 | — |
| -19.05% | 2023-09-11 | 2023-10-30 | 2023-11-01 | 35 | 2 |
| -6.65% | 2023-08-22 | 2023-08-25 | 2023-08-31 | 3 | 4 |
| -2.27% | 2023-08-31 | 2023-09-01 | 2023-09-11 | 1 | 5 |
Worst depth first · lengths in trading days.