$0.14
+0.00 (+2.19%)
USD · as of 2026-08-20 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 188.12% | Sharpe | −0.40 |
| Sortino | −0.81 |
| Beta | 0.21 | Correlation | 0.02 |
| Up capture | −76.81% | Down capture | 592.08% |
| Max Drawdown | −99.90% | Ulcer Index | 81.02 |
| MTD | −24.08% | QTD | −59.86% |
| YTD | −92.53% | Window (ann., 3.0y) | −87.34% |
| Skewness | 7.53 | Excess Kurtosis | 112.72 |
| Omega (θ=0) | 0.90 | Tail Ratio | 0.90 |
| Gain/Pain | −0.10 | Hit Rate | 41.23% |
| Win/Loss | 1.23 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.52% | -22.30% | -19.79% | -27.87% |
| CVaR (ES) | -19.27% | -31.10% | -24.75% | -31.89% |
| VaR (Cornish-Fisher) | — | — | 45.16% | -21.49% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.90% | 2024-03-06 | 2026-08-18 | ongoing | 609 | — |
| -65.74% | 2023-11-24 | 2024-02-29 | 2024-03-06 | 65 | 4 |
| -33.74% | 2023-09-08 | 2023-10-26 | 2023-11-16 | 34 | 15 |
| -9.98% | 2023-11-16 | 2023-11-20 | 2023-11-22 | 2 | 2 |
| -5.00% | 2023-08-31 | 2023-09-01 | 2023-09-08 | 1 | 4 |
| -1.65% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
| -0.50% | 2023-08-29 | 2023-08-30 | 2023-08-31 | 1 | 1 |
Worst depth first · lengths in trading days.