$3.84
+0.07 (+1.80%)
USD · as of 2026-08-07 · marketstack
stale — last close 2026-08-07, not a live quote
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 246.53% | Sharpe | 0.33 |
| Sortino | 0.85 |
| Beta | 1.93 | Correlation | 0.27 |
| Up capture | 13.04% | Down capture | 501.20% |
| Max Drawdown | −95.78% | Ulcer Index | 69.28 |
| MTD | −0.83% | QTD | −12.17% |
| YTD | −69.90% | Window (ann., 3.0y) | −61.13% |
| Skewness | 12.53 | Excess Kurtosis | 234.22 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.09 |
| Gain/Pain | 0.12 | Hit Rate | 42.90% |
| Win/Loss | 1.32 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.15% | -26.19% | -25.22% | -35.80% |
| CVaR (ES) | -20.58% | -38.50% | -31.71% | -41.06% |
| VaR (Cornish-Fisher) | — | — | 149.35% | 175.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.78% | 2023-08-10 | 2026-04-06 | ongoing | 662 | — |
Worst depth first · lengths in trading days.