$11.09
-0.64 (-5.46%)
USD · as of 2026-08-20 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 75.78% | Sharpe | 0.83 |
| Sortino | 1.35 |
| Beta | 2.33 | Correlation | 0.32 |
| Up capture | 303.78% | Down capture | 196.38% |
| Max Drawdown | −61.57% | Ulcer Index | 30.23 |
| MTD | 35.74% | QTD | 12.93% |
| YTD | −8.65% | Window (ann., 3.0y) | 41.63% |
| Skewness | 0.88 | Excess Kurtosis | 6.25 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.25 |
| Gain/Pain | 0.17 | Hit Rate | 47.73% |
| Win/Loss | 1.24 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.39% | -10.85% | -7.60% | -10.85% |
| CVaR (ES) | -9.27% | -15.75% | -9.60% | -12.47% |
| VaR (Cornish-Fisher) | — | — | -5.74% | -13.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.57% | 2024-03-05 | 2024-04-25 | 2024-10-16 | 36 | 120 |
| -57.29% | 2025-12-08 | 2026-02-18 | ongoing | 48 | — |
| -48.34% | 2024-10-16 | 2025-03-03 | 2025-07-21 | 92 | 96 |
| -46.94% | 2023-09-05 | 2023-11-16 | 2023-12-13 | 52 | 18 |
| -21.84% | 2025-09-05 | 2025-11-06 | 2025-12-08 | 44 | 21 |
| -19.96% | 2024-01-02 | 2024-01-19 | 2024-01-29 | 12 | 6 |
| -6.98% | 2023-12-13 | 2023-12-18 | 2023-12-19 | 3 | 1 |
| -6.17% | 2025-08-14 | 2025-08-25 | 2025-09-02 | 7 | 5 |
| -5.71% | 2024-02-01 | 2024-02-05 | 2024-02-09 | 2 | 4 |
| -5.16% | 2025-07-25 | 2025-07-31 | 2025-08-04 | 4 | 2 |
Worst depth first · lengths in trading days.