$3.99
+0.49 (+14.00%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 153.66% | Sharpe | 0.13 |
| Sortino | 0.20 |
| Beta | 4.11 | Correlation | 0.63 |
| Up capture | −70.50% | Down capture | 708.15% |
| Max Drawdown | −83.78% | Ulcer Index | 63.89 |
| MTD | 2.31% | QTD | 15.32% |
| YTD | −34.05% | Window return | −60.77% |
| Skewness | 0.56 | Excess Kurtosis | 5.36 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.14 |
| Gain/Pain | 0.03 | Hit Rate | 45.45% |
| Win/Loss | 1.09 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.62% | -22.59% | -15.84% | -22.44% |
| CVaR (ES) | -20.09% | -32.94% | -19.89% | -25.72% |
| VaR (Cornish-Fisher) | — | — | -13.20% | -29.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.78% | 2025-09-18 | 2026-03-24 | ongoing | 128 | — |
| -14.98% | 2025-08-28 | 2025-09-03 | 2025-09-08 | 3 | 3 |
| -1.99% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
| -0.38% | 2025-09-16 | 2025-09-17 | 2025-09-18 | 1 | 1 |
Worst depth first · lengths in trading days.