$0.69
-0.01 (-1.41%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 145.24% | Sharpe | 0.08 |
| Sortino | 0.10 |
| Beta | 0.43 | Correlation | 0.03 |
| Up capture | 31.21% | Down capture | −654.68% |
| Max Drawdown | −99.30% | Ulcer Index | 86.47 |
| MTD | −29.37% | QTD | −56.60% |
| YTD | −56.32% | Window (ann., 3.0y) | −70.45% |
| Skewness | −1.26 | Excess Kurtosis | 19.34 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.29 |
| Gain/Pain | 0.02 | Hit Rate | 44.91% |
| Win/Loss | 1.19 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.32% | -23.18% | -15.01% | -21.24% |
| CVaR (ES) | -20.25% | -49.25% | -18.83% | -24.34% |
| VaR (Cornish-Fisher) | — | — | -14.44% | -65.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.30% | 2023-08-29 | 2026-03-24 | ongoing | 643 | — |
| -15.33% | 2023-08-21 | 2023-08-25 | 2023-08-29 | 4 | 2 |
Worst depth first · lengths in trading days.