$1.20
+0.00 (+0.00%)
USD · as of 2026-08-18 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 87.69% | Sharpe | −0.23 |
| Sortino | −0.31 |
| Beta | 1.80 | Correlation | 0.28 |
| Up capture | 58.16% | Down capture | 409.38% |
| Max Drawdown | −93.05% | Ulcer Index | 80.47 |
| MTD | −0.00% | QTD | 71.18% |
| YTD | 7.14% | Window (ann., 3.0y) | −45.72% |
| Skewness | −0.35 | Excess Kurtosis | 33.72 |
| Omega (θ=0) | 0.95 | Tail Ratio | 0.99 |
| Gain/Pain | −0.05 | Hit Rate | 42.21% |
| Win/Loss | 1.03 | Upside Potential | 0.37 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.47% | -13.86% | -9.17% | -12.93% |
| CVaR (ES) | -12.65% | -27.95% | -11.47% | -14.80% |
| VaR (Cornish-Fisher) | — | — | -5.94% | -57.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.05% | 2023-08-21 | 2026-01-20 | ongoing | 605 | — |
Worst depth first · lengths in trading days.