$17.77
-0.43 (-2.36%)
USD · as of 2026-08-20 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 79.92% | Sharpe | 0.16 |
| Sortino | 0.25 |
| Beta | 2.41 | Correlation | 0.39 |
| Up capture | 147.68% | Down capture | 237.63% |
| Max Drawdown | −69.98% | Ulcer Index | 51.00 |
| MTD | 19.74% | QTD | 17.29% |
| YTD | 37.43% | Window (ann., 3.0y) | −17.09% |
| Skewness | 1.35 | Excess Kurtosis | 19.70 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.30 |
| Gain/Pain | 0.03 | Hit Rate | 45.07% |
| Win/Loss | 1.23 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.87% | -11.28% | -8.23% | -11.66% |
| CVaR (ES) | -9.65% | -18.07% | -10.34% | -13.37% |
| VaR (Cornish-Fisher) | — | — | -4.13% | -26.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.98% | 2024-12-13 | 2026-02-09 | ongoing | 287 | — |
| -64.27% | 2023-08-21 | 2023-11-10 | 2024-12-13 | 58 | 274 |
Worst depth first · lengths in trading days.