$6.49
-0.17 (-2.55%)
USD · as of 2026-08-20 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.23% | Sharpe | −0.42 |
| Sortino | −0.58 |
| Beta | 1.91 | Correlation | 0.45 |
| Up capture | 12.85% | Down capture | 317.25% |
| Max Drawdown | −80.72% | Ulcer Index | 58.39 |
| MTD | −3.28% | QTD | −23.47% |
| YTD | −7.29% | Window (ann., 3.0y) | −34.63% |
| Skewness | −0.40 | Excess Kurtosis | 7.26 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.10 |
| Gain/Pain | −0.07 | Hit Rate | 47.47% |
| Win/Loss | 1.00 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.37% | -8.15% | -6.24% | -8.78% |
| CVaR (ES) | -7.78% | -13.76% | -7.79% | -10.04% |
| VaR (Cornish-Fisher) | — | — | -6.11% | -15.99% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.72% | 2023-08-21 | 2026-02-12 | ongoing | 622 | — |
Worst depth first · lengths in trading days.