$1.15
+0.10 (+9.52%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 207.83% | Sharpe | 0.12 |
| Sortino | 0.31 |
| Beta | 1.29 | Correlation | 0.19 |
| Up capture | −103.76% | Down capture | 249.52% |
| Max Drawdown | −96.34% | Ulcer Index | 84.30 |
| MTD | 12.20% | QTD | 12.20% |
| YTD | 9.52% | Window (ann., 3.0y) | −62.24% |
| Skewness | 15.05 | Excess Kurtosis | 325.06 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.05 |
| Gain/Pain | 0.04 | Hit Rate | 41.52% |
| Win/Loss | 1.38 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.96% | -18.60% | -21.44% | -30.36% |
| CVaR (ES) | -15.56% | -29.74% | -26.91% | -34.80% |
| VaR (Cornish-Fisher) | — | — | 176.12% | 235.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.34% | 2023-10-11 | 2026-02-05 | ongoing | 581 | — |
| -44.26% | 2023-08-21 | 2023-09-26 | 2023-10-11 | 25 | 11 |
Worst depth first · lengths in trading days.