$0.65
+0.00 (+0.62%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 77.30% | Sharpe | −0.75 |
| Sortino | −1.04 |
| Beta | 3.58 | Correlation | 0.64 |
| Up capture | 18.69% | Down capture | 694.22% |
| Max Drawdown | −94.21% | Ulcer Index | 72.03 |
| MTD | −11.37% | QTD | −13.73% |
| YTD | −45.17% | Window (ann., 3.0y) | −58.49% |
| Skewness | −0.25 | Excess Kurtosis | 6.51 |
| Omega (θ=0) | 0.87 | Tail Ratio | 1.05 |
| Gain/Pain | −0.13 | Hit Rate | 41.50% |
| Win/Loss | 1.14 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.55% | -11.94% | -8.24% | -11.56% |
| CVaR (ES) | -10.87% | -18.62% | -10.28% | -13.21% |
| VaR (Cornish-Fisher) | — | — | -7.94% | -19.76% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.21% | 2023-08-30 | 2026-04-13 | ongoing | 653 | — |
| -2.62% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.44% | 2023-08-18 | 2023-08-21 | 2023-08-23 | 1 | 2 |
Worst depth first · lengths in trading days.