$9.32
+0.07 (+0.76%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 98.51% | Sharpe | 0.28 |
| Sortino | 0.48 |
| Beta | 1.57 | Correlation | 0.19 |
| Up capture | 210.21% | Down capture | 344.59% |
| Max Drawdown | −88.26% | Ulcer Index | 45.14 |
| MTD | 6.51% | QTD | −14.10% |
| YTD | −43.82% | Window (ann., 3.0y) | −14.29% |
| Skewness | 4.34 | Excess Kurtosis | 62.33 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.16 |
| Gain/Pain | 0.06 | Hit Rate | 47.59% |
| Win/Loss | 1.14 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.05% | -14.99% | -10.10% | -14.33% |
| CVaR (ES) | -11.72% | -20.31% | -12.69% | -16.43% |
| VaR (Cornish-Fisher) | — | — | 7.55% | -41.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.26% | 2024-09-12 | 2025-05-08 | ongoing | 163 | — |
| -59.01% | 2023-08-23 | 2024-02-13 | 2024-08-27 | 119 | 135 |
| -1.95% | 2024-09-05 | 2024-09-09 | 2024-09-11 | 2 | 2 |
| -1.69% | 2024-08-30 | 2024-09-03 | 2024-09-04 | 1 | 1 |
| -1.46% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.