$4.83
-0.02 (-0.41%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 127.03% | Sharpe | 0.84 |
| Sortino | 1.33 |
| Beta | 1.69 | Correlation | 0.15 |
| Up capture | 413.73% | Down capture | 118.14% |
| Max Drawdown | −96.29% | Ulcer Index | 57.90 |
| MTD | −9.04% | QTD | −30.20% |
| YTD | 0.00% | Window (ann., 3.0y) | 18.30% |
| Skewness | 0.97 | Excess Kurtosis | 33.32 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.35 |
| Gain/Pain | 0.20 | Hit Rate | 45.87% |
| Win/Loss | 1.34 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.11% | -14.65% | -12.74% | -18.19% |
| CVaR (ES) | -14.95% | -33.11% | -16.09% | -20.91% |
| VaR (Cornish-Fisher) | — | — | -5.01% | -72.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.29% | 2024-03-01 | 2025-04-08 | 2026-03-09 | 276 | 229 |
| -43.13% | 2026-05-06 | 2026-08-11 | ongoing | 64 | — |
| -35.36% | 2023-09-01 | 2023-12-12 | 2023-12-27 | 70 | 10 |
| -31.68% | 2024-01-03 | 2024-01-04 | 2024-02-01 | 1 | 19 |
| -18.27% | 2026-03-09 | 2026-03-23 | 2026-04-09 | 10 | 12 |
| -10.19% | 2023-12-27 | 2023-12-28 | 2024-01-02 | 1 | 2 |
| -8.02% | 2026-04-09 | 2026-04-16 | 2026-05-01 | 5 | 11 |
| -7.05% | 2024-02-20 | 2024-02-22 | 2024-02-28 | 2 | 4 |
| -6.52% | 2024-02-12 | 2024-02-13 | 2024-02-16 | 1 | 3 |
| -5.00% | 2024-02-06 | 2024-02-07 | 2024-02-09 | 1 | 2 |
Worst depth first · lengths in trading days.