$5.58
-0.05 (-0.89%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 99.98% | Sharpe | 0.39 |
| Sortino | 0.57 |
| Beta | 0.60 | Correlation | 0.09 |
| Up capture | 83.28% | Down capture | 39.17% |
| Max Drawdown | −86.82% | Ulcer Index | 60.57 |
| MTD | 11.38% | QTD | 18.98% |
| YTD | −3.29% | Window (ann., 3.0y) | −11.66% |
| Skewness | −0.25 | Excess Kurtosis | 7.88 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.33 |
| Gain/Pain | 0.08 | Hit Rate | 48.33% |
| Win/Loss | 1.12 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.40% | -13.17% | -10.20% | -14.50% |
| CVaR (ES) | -13.44% | -26.80% | -12.84% | -16.63% |
| VaR (Cornish-Fisher) | — | — | -9.64% | -27.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.82% | 2024-02-23 | 2024-08-13 | ongoing | 118 | — |
| -46.73% | 2023-10-02 | 2023-12-01 | 2024-01-08 | 43 | 24 |
| -25.42% | 2023-08-21 | 2023-09-25 | 2023-09-28 | 24 | 3 |
| -16.90% | 2024-01-09 | 2024-01-22 | 2024-02-05 | 8 | 10 |
| -8.70% | 2024-02-07 | 2024-02-12 | 2024-02-14 | 3 | 2 |
| -5.49% | 2023-09-28 | 2023-09-29 | 2023-10-02 | 1 | 1 |
Worst depth first · lengths in trading days.