$3.10
-0.08 (-2.52%)
USD · as of 2026-08-21 · marketstack
From 138 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 126.38% | Sharpe | −0.38 |
| Sortino | −0.55 |
Only 7 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −64.44% | Ulcer Index | 36.41 |
| MTD | −7.19% | QTD | −47.46% |
| YTD | −50.08% | Since inception | −50.08% |
| Skewness | 0.49 | Excess Kurtosis | 2.39 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.95 |
| Gain/Pain | −0.07 | Hit Rate | 47.83% |
| Win/Loss | 0.96 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.74% | -19.96% | -13.29% | -18.71% |
| CVaR (ES) | -17.53% | -21.93% | -16.61% | -21.41% |
| VaR (Cornish-Fisher) | — | — | -11.75% | -19.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.44% | 2026-05-01 | 2026-08-07 | ongoing | 57 | — |
| -42.86% | 2026-01-22 | 2026-02-05 | 2026-04-17 | 10 | 49 |
| -12.31% | 2026-04-20 | 2026-04-23 | 2026-04-30 | 3 | 5 |
Worst depth first · lengths in trading days.