$2.39
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 57.85% | Sharpe | 0.69 |
| Sortino | 1.21 |
| Beta | 2.13 | Correlation | 0.58 |
| Up capture | 170.47% | Down capture | 268.43% |
| Max Drawdown | −50.90% | Ulcer Index | 27.89 |
| MTD | 7.66% | QTD | 5.29% |
| YTD | 13.81% | Window return | 25.79% |
| Skewness | 1.91 | Excess Kurtosis | 12.41 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.32 |
| Gain/Pain | 0.14 | Hit Rate | 44.21% |
| Win/Loss | 1.20 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.13% | -6.46% | -5.84% | -8.32% |
| CVaR (ES) | -6.00% | -9.96% | -7.36% | -9.55% |
| VaR (Cornish-Fisher) | — | — | -2.69% | -8.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.90% | 2025-12-11 | 2026-03-27 | ongoing | 72 | — |
| -31.60% | 2025-09-19 | 2025-11-20 | 2025-12-10 | 44 | 13 |
| -5.69% | 2025-08-27 | 2025-09-10 | 2025-09-15 | 9 | 3 |
| -1.94% | 2025-08-22 | 2025-08-25 | 2025-08-27 | 1 | 2 |
Worst depth first · lengths in trading days.