$11.41
+5.96 (+109.36%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 2634.12% | Sharpe | 0.58 |
| Sortino | 17.59 |
| Beta | 15.89 | Correlation | 0.06 |
| Up capture | 6168.70% | Down capture | 616.32% |
| Max Drawdown | −99.54% | Ulcer Index | 85.73 |
| MTD | 5662.63% | QTD | 3400.00% |
| YTD | 1098.53% | Window (ann., 3.0y) | −15.94% |
| Skewness | 26.98 | Excess Kurtosis | 730.96 |
| Omega (θ=0) | 3.29 | Tail Ratio | 0.80 |
| Gain/Pain | 2.29 | Hit Rate | 38.55% |
| Win/Loss | 4.83 | Upside Potential | 1.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.93% | -22.42% | -266.85% | -379.93% |
| CVaR (ES) | -18.71% | -32.92% | -336.18% | -436.16% |
| VaR (Cornish-Fisher) | — | — | 5721.96% | 20008.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.54% | 2023-11-08 | 2026-08-07 | ongoing | 682 | — |
| -70.68% | 2023-09-05 | 2023-11-02 | 2023-11-08 | 42 | 4 |
| -2.81% | 2023-08-24 | 2023-08-29 | 2023-09-05 | 3 | 4 |
Worst depth first · lengths in trading days.