$0.85
-0.03 (-2.87%)
USD · as of 2026-08-21 · marketstack
From 178 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 118.67% | Sharpe | −0.37 |
| Sortino | −0.68 |
Only 9 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −68.68% | Ulcer Index | 37.14 |
| MTD | 11.26% | QTD | −41.52% |
| YTD | −48.61% | Since inception | −52.63% |
| Skewness | 3.94 | Excess Kurtosis | 34.54 |
| Omega (θ=0) | 0.92 | Tail Ratio | 1.08 |
| Gain/Pain | −0.08 | Hit Rate | 43.26% |
| Win/Loss | 1.15 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.45% | -13.35% | -12.47% | -17.57% |
| CVaR (ES) | -12.41% | -20.00% | -15.60% | -20.10% |
| VaR (Cornish-Fisher) | — | — | 3.30% | -12.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.68% | 2025-11-25 | 2026-05-20 | ongoing | 120 | — |
| -5.03% | 2025-11-19 | 2025-11-20 | 2025-11-25 | 1 | 3 |
Worst depth first · lengths in trading days.