$6.25
-0.53 (-7.82%)
USD · as of 2026-08-20 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 154.44% | Sharpe | 0.29 |
| Sortino | 0.64 |
| Beta | 2.21 | Correlation | 0.20 |
| Up capture | 423.11% | Down capture | 808.35% |
| Max Drawdown | −94.65% | Ulcer Index | 59.31 |
| MTD | 50.78% | QTD | 290.63% |
| YTD | −55.95% | Window (ann., 3.0y) | −30.82% |
| Skewness | 11.96 | Excess Kurtosis | 246.79 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.01 |
| Gain/Pain | 0.08 | Hit Rate | 44.98% |
| Win/Loss | 1.21 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.97% | -16.69% | -15.82% | -22.45% |
| CVaR (ES) | -14.44% | -24.36% | -19.89% | -25.75% |
| VaR (Cornish-Fisher) | — | — | 91.81% | 25.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.65% | 2024-04-02 | 2026-06-30 | ongoing | 557 | — |
| -34.39% | 2023-08-21 | 2023-10-31 | 2024-02-20 | 50 | 75 |
| -26.18% | 2024-03-04 | 2024-03-20 | 2024-03-25 | 12 | 3 |
| -10.37% | 2024-02-21 | 2024-02-23 | 2024-02-29 | 2 | 4 |
| -2.76% | 2024-03-25 | 2024-03-27 | 2024-03-28 | 2 | 1 |
Worst depth first · lengths in trading days.