$0.33
-0.00 (-0.99%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 178.78% | Sharpe | 0.64 |
| Sortino | 1.29 |
| Beta | 3.01 | Correlation | 0.14 |
| Up capture | 507.10% | Down capture | −280.79% |
| Max Drawdown | −92.64% | Ulcer Index | 64.56 |
| MTD | −2.37% | QTD | −0.00% |
| YTD | −40.86% | Window (ann., 3.0y) | −17.63% |
| Skewness | 3.84 | Excess Kurtosis | 32.72 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.31 |
| Gain/Pain | 0.15 | Hit Rate | 41.10% |
| Win/Loss | 1.55 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.62% | -23.14% | -18.07% | -25.75% |
| CVaR (ES) | -17.69% | -28.99% | -22.78% | -29.56% |
| VaR (Cornish-Fisher) | — | — | 4.76% | -17.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.64% | 2024-12-06 | 2026-05-19 | ongoing | 359 | — |
| -78.95% | 2024-06-27 | 2024-10-09 | 2024-11-01 | 72 | 17 |
| -78.63% | 2024-04-02 | 2024-06-12 | 2024-06-27 | 50 | 10 |
| -52.50% | 2023-08-21 | 2023-10-24 | 2024-03-26 | 45 | 105 |
| -14.24% | 2024-11-01 | 2024-11-04 | 2024-11-07 | 1 | 3 |
| -12.11% | 2024-11-08 | 2024-11-11 | 2024-11-13 | 1 | 2 |
| -9.95% | 2024-11-15 | 2024-11-20 | 2024-11-27 | 3 | 5 |
| -3.86% | 2024-11-27 | 2024-12-02 | 2024-12-03 | 2 | 1 |
| -3.71% | 2024-12-03 | 2024-12-04 | 2024-12-06 | 1 | 2 |
Worst depth first · lengths in trading days.