$12.73
+0.07 (+0.55%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 151.78% | Sharpe | −0.46 |
| Sortino | −0.70 |
| Beta | −0.84 | Correlation | −0.07 |
| Up capture | −223.39% | Down capture | −214.75% |
| Max Drawdown | −99.77% | Ulcer Index | 90.57 |
| MTD | 27.17% | QTD | −0.24% |
| YTD | −18.50% | Window (ann., 3.0y) | −83.71% |
Price only — no dividends, so this understates total return.
| Skewness | 2.36 | Excess Kurtosis | 39.75 |
| Omega (θ=0) | 0.90 | Tail Ratio | 1.09 |
| Gain/Pain | −0.10 | Hit Rate | 44.98% |
| Win/Loss | 1.06 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.12% | -35.54% | -16.00% | -22.52% |
| CVaR (ES) | -21.09% | -42.31% | -20.00% | -25.76% |
| VaR (Cornish-Fisher) | — | — | -0.93% | -74.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.77% | 2023-09-01 | 2025-03-03 | ongoing | 370 | — |
| -3.43% | 2023-08-21 | 2023-08-24 | 2023-08-31 | 3 | 5 |
Worst depth first · lengths in trading days.