$4.86
-0.71 (-12.84%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 207.94% | Sharpe | 2.15 |
| Sortino | 4.34 |
| Beta | 5.36 | Correlation | 0.20 |
| Up capture | 2098.58% | Down capture | 8.37% |
| Max Drawdown | −62.50% | Ulcer Index | 35.11 |
| MTD | 4.18% | QTD | −23.90% |
| YTD | 65.70% | Window return | 1034.35% |
| Skewness | 1.79 | Excess Kurtosis | 7.97 |
| Omega (θ=0) | 1.52 | Tail Ratio | 1.87 |
| Gain/Pain | 0.52 | Hit Rate | 51.24% |
| Win/Loss | 1.44 | Upside Potential | 0.80 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.83% | -25.10% | -19.77% | -28.70% |
| CVaR (ES) | -19.30% | -32.60% | -25.25% | -33.14% |
| VaR (Cornish-Fisher) | — | — | -10.23% | -20.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.50% | 2025-11-03 | 2025-12-30 | 2026-01-21 | 39 | 14 |
| -54.22% | 2026-01-22 | 2026-04-29 | ongoing | 67 | — |
| -38.40% | 2025-09-29 | 2025-10-08 | 2025-10-09 | 7 | 1 |
| -34.75% | 2025-08-28 | 2025-09-08 | 2025-09-11 | 6 | 3 |
| -32.80% | 2025-10-20 | 2025-10-22 | 2025-10-24 | 2 | 2 |
| -30.40% | 2025-09-11 | 2025-09-12 | 2025-09-22 | 1 | 6 |
| -16.96% | 2025-10-09 | 2025-10-13 | 2025-10-14 | 2 | 1 |
| -11.80% | 2025-10-27 | 2025-10-29 | 2025-11-03 | 2 | 3 |
| -5.97% | 2025-10-15 | 2025-10-16 | 2025-10-17 | 1 | 1 |
Worst depth first · lengths in trading days.