$3.52
+0.18 (+5.39%)
USD · as of 2026-08-19 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 155.37% | Sharpe | −0.39 |
| Sortino | −0.62 |
| Beta | 2.86 | Correlation | 0.32 |
| Up capture | −105.97% | Down capture | 691.73% |
| Max Drawdown | −89.81% | Ulcer Index | 67.72 |
| MTD | 21.80% | QTD | −2.76% |
| YTD | −51.78% | Window return | −82.93% |
| Skewness | 0.83 | Excess Kurtosis | 10.05 |
| Omega (θ=0) | 0.92 | Tail Ratio | 1.56 |
| Gain/Pain | −0.08 | Hit Rate | 38.84% |
| Win/Loss | 1.44 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.14% | -17.09% | -16.34% | -23.01% |
| CVaR (ES) | -17.73% | -33.43% | -20.43% | -26.33% |
| VaR (Cornish-Fisher) | — | — | -11.92% | -37.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.81% | 2025-08-18 | 2026-03-11 | ongoing | 141 | — |
Worst depth first · lengths in trading days.