$0.63
+0.04 (+5.92%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 187.49% | Sharpe | −0.04 |
| Sortino | −0.11 |
| Beta | 8.34 | Correlation | 0.49 |
| Up capture | 250.56% | Down capture | 853.85% |
| Max Drawdown | −99.19% | Ulcer Index | 88.36 |
| MTD | −3.38% | QTD | −25.68% |
| YTD | −39.03% | Window (ann., 3.0y) | −69.95% |
| Skewness | 10.75 | Excess Kurtosis | 173.88 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.00 |
| Gain/Pain | −0.01 | Hit Rate | 39.25% |
| Win/Loss | 1.44 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.39% | -17.85% | -19.46% | -27.51% |
| CVaR (ES) | -15.01% | -25.71% | -24.39% | -31.51% |
| VaR (Cornish-Fisher) | — | — | 83.70% | 99.22% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.19% | 2023-11-29 | 2026-08-06 | ongoing | 669 | — |
| -69.30% | 2023-08-23 | 2023-11-10 | 2023-11-27 | 56 | 10 |
Worst depth first · lengths in trading days.