$1.48
+0.14 (+10.45%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 85.64% | Sharpe | 0.89 |
| Sortino | 1.49 |
| Beta | 2.04 | Correlation | 0.30 |
| Up capture | 265.09% | Down capture | 74.25% |
| Max Drawdown | −73.92% | Ulcer Index | 39.43 |
| MTD | 20.33% | QTD | −3.27% |
| YTD | 9.63% | Window (ann., 3.0y) | 49.70% |
| Skewness | 0.95 | Excess Kurtosis | 3.46 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.35 |
| Gain/Pain | 0.17 | Hit Rate | 45.78% |
| Win/Loss | 1.26 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.15% | -10.29% | -8.57% | -12.25% |
| CVaR (ES) | -9.44% | -13.53% | -10.82% | -14.08% |
| VaR (Cornish-Fisher) | — | — | -6.64% | -10.99% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -73.92% | 2024-05-16 | 2025-03-18 | 2026-03-11 | 208 | 246 |
| -52.42% | 2026-03-13 | 2026-06-16 | ongoing | 60 | — |
| -37.23% | 2024-04-08 | 2024-04-24 | 2024-05-15 | 12 | 15 |
| -25.05% | 2024-02-21 | 2024-02-23 | 2024-03-15 | 2 | 15 |
| -24.66% | 2024-01-05 | 2024-02-05 | 2024-02-15 | 20 | 8 |
| -24.59% | 2024-03-25 | 2024-04-02 | 2024-04-05 | 5 | 3 |
| -23.97% | 2023-08-23 | 2023-11-01 | 2023-12-26 | 49 | 37 |
| -9.01% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -4.63% | 2024-03-15 | 2024-03-18 | 2024-03-19 | 1 | 1 |
| -0.76% | 2024-01-02 | 2024-01-03 | 2024-01-05 | 1 | 2 |
Worst depth first · lengths in trading days.