$0.79
+0.02 (+2.84%)
USD · as of 2026-08-19 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 93.03% | Sharpe | 0.06 |
| Sortino | 0.09 |
| Beta | −0.16 | Correlation | −0.03 |
| Up capture | −136.49% | Down capture | −39.50% |
| Max Drawdown | −62.00% | Ulcer Index | 32.54 |
| MTD | 7.46% | QTD | −23.85% |
| YTD | −31.72% | Window return | −29.91% |
| Skewness | 0.41 | Excess Kurtosis | 2.47 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.23 |
| Gain/Pain | 0.01 | Hit Rate | 43.39% |
| Win/Loss | 1.17 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.44% | -11.48% | -9.62% | -13.61% |
| CVaR (ES) | -11.36% | -18.30% | -12.06% | -15.60% |
| VaR (Cornish-Fisher) | — | — | -8.61% | -14.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.00% | 2026-04-22 | 2026-08-05 | ongoing | 62 | — |
| -38.86% | 2025-11-03 | 2025-12-30 | 2026-04-15 | 39 | 72 |
| -22.30% | 2025-08-29 | 2025-09-11 | 2025-10-07 | 8 | 18 |
| -15.28% | 2025-10-07 | 2025-10-17 | 2025-10-29 | 8 | 8 |
| -13.39% | 2025-08-22 | 2025-08-27 | 2025-08-29 | 3 | 2 |
| -4.49% | 2026-04-15 | 2026-04-16 | 2026-04-20 | 1 | 2 |
| -2.65% | 2025-08-18 | 2025-08-19 | 2025-08-20 | 1 | 1 |
| -1.74% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.