$4.51
-0.01 (-0.22%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 116.07% | Sharpe | 0.20 |
| Sortino | 0.34 |
| Beta | 2.66 | Correlation | 0.35 |
| Up capture | 209.53% | Down capture | 645.28% |
| Max Drawdown | −88.21% | Ulcer Index | 62.58 |
| MTD | 0.89% | QTD | −7.58% |
| YTD | −61.78% | Window (ann., 3.0y) | −33.20% |
| Skewness | 1.86 | Excess Kurtosis | 16.74 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.12 |
| Gain/Pain | 0.04 | Hit Rate | 44.31% |
| Win/Loss | 1.25 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.44% | -13.93% | -11.93% | -16.92% |
| CVaR (ES) | -12.95% | -20.94% | -14.99% | -19.40% |
| VaR (Cornish-Fisher) | — | — | -5.13% | -26.04% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.21% | 2024-02-28 | 2026-05-07 | ongoing | 547 | — |
| -25.86% | 2024-01-09 | 2024-01-24 | 2024-02-15 | 10 | 16 |
| -24.43% | 2023-09-05 | 2023-11-10 | 2023-12-20 | 48 | 27 |
| -12.85% | 2023-12-29 | 2024-01-03 | 2024-01-08 | 2 | 3 |
| -6.06% | 2024-02-15 | 2024-02-21 | 2024-02-23 | 3 | 2 |
| -4.46% | 2023-12-22 | 2023-12-27 | 2023-12-28 | 2 | 1 |
| -3.05% | 2023-08-18 | 2023-08-22 | 2023-08-24 | 2 | 2 |
| -2.73% | 2023-08-24 | 2023-08-28 | 2023-08-29 | 2 | 1 |
| -2.03% | 2023-08-29 | 2023-09-01 | 2023-09-05 | 3 | 1 |
Worst depth first · lengths in trading days.