$14.81
-0.77 (-4.94%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 162.72% | Sharpe | 0.74 |
| Sortino | 1.33 |
| Beta | 1.43 | Correlation | 0.10 |
| Up capture | 331.31% | Down capture | 194.25% |
| Max Drawdown | −91.96% | Ulcer Index | 57.42 |
| MTD | 32.23% | QTD | 33.79% |
| YTD | 52.37% | Window (ann., 3.0y) | −8.68% |
| Skewness | 3.70 | Excess Kurtosis | 51.71 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.35 |
| Gain/Pain | 0.23 | Hit Rate | 47.93% |
| Win/Loss | 1.30 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.35% | -22.38% | -16.38% | -23.37% |
| CVaR (ES) | -16.95% | -43.11% | -20.67% | -26.84% |
| VaR (Cornish-Fisher) | — | — | 7.72% | -66.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.96% | 2023-08-30 | 2026-04-13 | ongoing | 653 | — |
| -1.59% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.82% | 2023-08-28 | 2023-08-29 | 2023-08-30 | 1 | 1 |
Worst depth first · lengths in trading days.