$10.34
+0.49 (+4.97%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 89.81% | Sharpe | 0.27 |
| Sortino | 0.43 |
| Beta | 2.22 | Correlation | 0.27 |
| Up capture | 217.64% | Down capture | 377.60% |
| Max Drawdown | −82.14% | Ulcer Index | 57.01 |
| MTD | 135.00% | QTD | 150.36% |
| YTD | 199.71% | Window (ann., 3.0y) | −13.27% |
| Skewness | 2.16 | Excess Kurtosis | 32.67 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.29 |
| Gain/Pain | 0.06 | Hit Rate | 46.85% |
| Win/Loss | 1.13 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.59% | -11.66% | -9.21% | -13.07% |
| CVaR (ES) | -10.95% | -24.26% | -11.57% | -14.98% |
| VaR (Cornish-Fisher) | — | — | -1.52% | -37.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.14% | 2024-02-27 | 2025-12-17 | ongoing | 454 | — |
| -44.44% | 2023-08-23 | 2023-10-27 | 2024-01-29 | 46 | 62 |
| -5.83% | 2024-02-09 | 2024-02-13 | 2024-02-26 | 2 | 8 |
| -4.68% | 2024-02-01 | 2024-02-05 | 2024-02-08 | 2 | 3 |
| -3.12% | 2024-01-29 | 2024-01-31 | 2024-02-01 | 2 | 1 |
Worst depth first · lengths in trading days.