$0.06
+0.00 (+2.09%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 92.27% | Sharpe | 0.25 |
| Sortino | 0.38 |
| Beta | 1.78 | Correlation | 0.32 |
| Up capture | 37.54% | Down capture | 79.47% |
| Max Drawdown | −82.49% | Ulcer Index | 54.38 |
| MTD | −7.14% | QTD | −15.22% |
| YTD | 4.46% | Window (ann., 3.0y) | −16.94% |
| Skewness | 0.71 | Excess Kurtosis | 4.01 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.08 |
| Gain/Pain | 0.05 | Hit Rate | 44.80% |
| Win/Loss | 1.11 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.37% | -15.00% | -9.47% | -13.43% |
| CVaR (ES) | -12.06% | -17.25% | -11.90% | -15.40% |
| VaR (Cornish-Fisher) | — | — | -7.78% | -14.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.49% | 2024-03-15 | 2026-02-06 | ongoing | 475 | — |
| -40.96% | 2023-12-01 | 2023-12-18 | 2024-03-01 | 11 | 50 |
| -40.86% | 2023-09-05 | 2023-10-19 | 2023-11-06 | 32 | 12 |
| -16.67% | 2023-11-15 | 2023-11-27 | 2023-12-01 | 7 | 4 |
| -14.38% | 2023-08-29 | 2023-08-30 | 2023-09-01 | 1 | 2 |
| -13.92% | 2023-08-18 | 2023-08-24 | 2023-08-29 | 4 | 3 |
| -6.66% | 2024-03-07 | 2024-03-08 | 2024-03-12 | 1 | 2 |
| -5.72% | 2023-11-13 | 2023-11-14 | 2023-11-15 | 1 | 1 |
| -5.24% | 2024-03-12 | 2024-03-14 | 2024-03-15 | 2 | 1 |
| -1.28% | 2023-11-07 | 2023-11-08 | 2023-11-09 | 1 | 1 |
Worst depth first · lengths in trading days.