$1.48
+0.10 (+7.25%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 320.12% | Sharpe | 0.35 |
| Sortino | 1.45 |
| Beta | 3.03 | Correlation | 0.17 |
| Up capture | 369.67% | Down capture | 576.23% |
| Max Drawdown | −94.76% | Ulcer Index | 78.81 |
| MTD | −3.90% | QTD | −27.45% |
| YTD | −33.93% | Window (ann., 3.0y) | −46.73% |
| Skewness | 22.25 | Excess Kurtosis | 564.64 |
| Omega (θ=0) | 1.17 | Tail Ratio | 0.96 |
| Gain/Pain | 0.17 | Hit Rate | 46.06% |
| Win/Loss | 1.29 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.95% | -18.37% | -32.72% | -46.46% |
| CVaR (ES) | -15.59% | -22.02% | -41.14% | -53.29% |
| VaR (Cornish-Fisher) | — | — | 512.07% | 1377.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.76% | 2023-08-18 | 2025-04-08 | ongoing | 410 | — |
Worst depth first · lengths in trading days.