$2.19
-0.05 (-2.23%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.16% | Sharpe | −0.57 |
| Sortino | −0.74 |
| Beta | −0.12 | Correlation | −0.04 |
| Up capture | −30.41% | Down capture | 101.81% |
| Max Drawdown | −66.13% | Ulcer Index | 37.10 |
| MTD | 0.92% | QTD | −1.19% |
| YTD | −18.70% | Window (ann., 3.0y) | −23.49% |
| Skewness | −0.46 | Excess Kurtosis | 2.28 |
| Omega (θ=0) | 0.91 | Tail Ratio | 0.85 |
| Gain/Pain | −0.09 | Hit Rate | 47.33% |
| Win/Loss | 0.90 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.97% | -7.59% | -3.83% | -5.38% |
| CVaR (ES) | -5.91% | -8.35% | -4.78% | -6.15% |
| VaR (Cornish-Fisher) | — | — | -4.01% | -7.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.13% | 2023-09-28 | 2026-05-27 | ongoing | 664 | — |
| -4.53% | 2023-08-21 | 2023-08-23 | 2023-09-06 | 2 | 9 |
| -3.08% | 2023-09-18 | 2023-09-21 | 2023-09-25 | 3 | 2 |
| -1.41% | 2023-09-08 | 2023-09-11 | 2023-09-12 | 1 | 1 |
| -0.47% | 2023-09-06 | 2023-09-07 | 2023-09-08 | 1 | 1 |
| -0.44% | 2023-09-25 | 2023-09-26 | 2023-09-27 | 1 | 1 |
Worst depth first · lengths in trading days.