$9.11
+0.42 (+4.83%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 92.81% | Sharpe | 0.36 |
| Sortino | 0.64 |
| Beta | 0.33 | Correlation | 0.05 |
| Up capture | 84.13% | Down capture | −46.45% |
| Max Drawdown | −81.45% | Ulcer Index | 53.89 |
| MTD | 81.11% | QTD | 60.39% |
| YTD | 65.04% | Window (ann., 3.0y) | −4.93% |
| Skewness | 3.97 | Excess Kurtosis | 50.10 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.09 |
| Gain/Pain | 0.08 | Hit Rate | 45.60% |
| Win/Loss | 1.24 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.18% | -11.84% | -9.48% | -13.47% |
| CVaR (ES) | -10.56% | -16.33% | -11.93% | -15.45% |
| VaR (Cornish-Fisher) | — | — | 4.76% | -30.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.45% | 2025-02-13 | 2026-07-24 | ongoing | 359 | — |
| -65.16% | 2024-02-23 | 2024-12-06 | 2025-01-10 | 199 | 22 |
| -28.18% | 2023-12-15 | 2024-01-17 | 2024-02-16 | 20 | 22 |
| -22.73% | 2023-09-12 | 2023-10-27 | 2023-12-01 | 33 | 24 |
| -20.79% | 2025-01-24 | 2025-02-03 | 2025-02-12 | 6 | 7 |
| -8.54% | 2025-01-10 | 2025-01-15 | 2025-01-16 | 3 | 1 |
| -7.15% | 2023-08-23 | 2023-08-28 | 2023-08-29 | 3 | 1 |
| -6.43% | 2023-12-04 | 2023-12-06 | 2023-12-15 | 2 | 7 |
| -6.25% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
| -6.22% | 2024-02-16 | 2024-02-20 | 2024-02-23 | 1 | 3 |
Worst depth first · lengths in trading days.