$0.04
+0.00 (+3.62%)
USD · as of 2026-08-19 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 124.69% | Sharpe | 0.12 |
| Sortino | 0.18 |
| Beta | −1.75 | Correlation | −0.22 |
| Up capture | −183.54% | Down capture | −367.88% |
| Max Drawdown | −87.50% | Ulcer Index | 61.93 |
| MTD | −12.45% | QTD | −24.74% |
| YTD | −22.00% | Window (ann., 3.0y) | −46.22% |
| Skewness | 0.46 | Excess Kurtosis | 1.90 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.26 |
| Gain/Pain | 0.02 | Hit Rate | 42.42% |
| Win/Loss | 1.11 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.10% | -18.03% | -12.86% | -18.21% |
| CVaR (ES) | -16.04% | -21.89% | -16.14% | -20.88% |
| VaR (Cornish-Fisher) | — | — | -11.51% | -18.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.50% | 2023-08-24 | 2026-07-24 | ongoing | 730 | — |
| -1.82% | 2023-08-18 | 2023-08-21 | 2023-08-22 | 1 | 1 |
| -1.61% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.