$0.71
+0.01 (+2.06%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 111.28% | Sharpe | 0.08 |
| Sortino | 0.12 |
| Beta | 3.98 | Correlation | 0.45 |
| Up capture | 271.66% | Down capture | 766.57% |
| Max Drawdown | −94.30% | Ulcer Index | 72.22 |
| MTD | −3.66% | QTD | −3.53% |
| YTD | 0.13% | Window (ann., 3.0y) | −43.25% |
| Skewness | −0.45 | Excess Kurtosis | 11.10 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.40 |
| Gain/Pain | 0.02 | Hit Rate | 43.91% |
| Win/Loss | 1.23 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.09% | -13.46% | -11.50% | -16.27% |
| CVaR (ES) | -13.90% | -28.21% | -14.42% | -18.65% |
| VaR (Cornish-Fisher) | — | — | -10.79% | -36.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.30% | 2024-03-05 | 2025-05-14 | ongoing | 299 | — |
| -61.89% | 2023-08-23 | 2023-10-30 | 2024-01-22 | 47 | 56 |
| -17.41% | 2024-02-16 | 2024-02-23 | 2024-03-01 | 4 | 5 |
| -12.58% | 2024-01-29 | 2024-01-31 | 2024-02-08 | 2 | 6 |
| -12.13% | 2024-01-22 | 2024-01-25 | 2024-01-29 | 3 | 2 |
| -7.57% | 2024-02-09 | 2024-02-13 | 2024-02-15 | 2 | 2 |
| -0.90% | 2024-03-01 | 2024-03-04 | 2024-03-05 | 1 | 1 |
Worst depth first · lengths in trading days.