$1.38
+0.02 (+1.47%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 61.18% | Sharpe | 0.24 |
| Sortino | 0.36 |
| Beta | 1.69 | Correlation | 0.45 |
| Up capture | 97.69% | Down capture | 260.88% |
| Max Drawdown | −64.71% | Ulcer Index | 33.41 |
| MTD | 9.52% | QTD | −19.77% |
| YTD | −40.00% | Window (ann., 3.0y) | −3.80% |
| Skewness | 0.65 | Excess Kurtosis | 2.74 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.10 |
| Gain/Pain | 0.04 | Hit Rate | 44.73% |
| Win/Loss | 1.13 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.87% | -8.58% | -6.28% | -8.91% |
| CVaR (ES) | -7.49% | -10.31% | -7.89% | -10.21% |
| VaR (Cornish-Fisher) | — | — | -5.32% | -8.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.71% | 2025-10-08 | 2026-07-31 | ongoing | 200 | — |
| -50.00% | 2024-04-05 | 2025-04-08 | 2025-10-06 | 252 | 124 |
| -23.73% | 2024-02-21 | 2024-03-06 | 2024-04-05 | 10 | 21 |
| -22.83% | 2023-09-05 | 2023-11-14 | 2023-12-05 | 50 | 14 |
| -16.84% | 2023-12-08 | 2023-12-18 | 2024-01-11 | 6 | 16 |
| -11.22% | 2024-01-11 | 2024-01-16 | 2024-01-23 | 2 | 5 |
| -6.74% | 2023-08-24 | 2023-08-25 | 2023-09-01 | 1 | 5 |
| -5.61% | 2024-01-23 | 2024-01-31 | 2024-02-01 | 6 | 1 |
| -3.64% | 2025-10-06 | 2025-10-07 | 2025-10-08 | 1 | 1 |
| -3.39% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.