$8.79
+0.86 (+10.84%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 101.96% | Sharpe | 0.51 |
| Sortino | 0.99 |
| Beta | 2.99 | Correlation | 0.25 |
| Up capture | 308.95% | Down capture | 350.82% |
| Max Drawdown | −74.11% | Ulcer Index | 54.35 |
| MTD | 20.08% | QTD | −6.69% |
| YTD | 30.80% | Window (ann., 3.0y) | 7.19% |
| Skewness | 5.52 | Excess Kurtosis | 77.53 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.44 |
| Gain/Pain | 0.12 | Hit Rate | 45.47% |
| Win/Loss | 1.30 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.32% | -10.77% | -10.36% | -14.74% |
| CVaR (ES) | -9.74% | -17.52% | -13.04% | -16.91% |
| VaR (Cornish-Fisher) | — | — | 13.45% | -31.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.11% | 2024-06-05 | 2025-04-10 | ongoing | 212 | — |
| -61.40% | 2023-09-06 | 2024-02-05 | 2024-05-13 | 104 | 68 |
| -12.66% | 2023-08-22 | 2023-08-31 | 2023-09-06 | 7 | 3 |
| -9.65% | 2024-05-16 | 2024-05-17 | 2024-05-20 | 1 | 1 |
| -4.30% | 2024-05-14 | 2024-05-15 | 2024-05-16 | 1 | 1 |
| -4.27% | 2024-05-22 | 2024-05-31 | 2024-06-03 | 6 | 1 |
| -2.52% | 2024-06-03 | 2024-06-04 | 2024-06-05 | 1 | 1 |
Worst depth first · lengths in trading days.