$2.64
+0.05 (+1.93%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 107.02% | Sharpe | 0.06 |
| Sortino | 0.09 |
| Beta | −0.56 | Correlation | −0.09 |
| Up capture | −160.22% | Down capture | −329.71% |
| Max Drawdown | −88.32% | Ulcer Index | 65.48 |
| MTD | 17.86% | QTD | −15.65% |
| YTD | 23.36% | Window (ann., 3.0y) | −37.52% |
| Skewness | 3.04 | Excess Kurtosis | 44.37 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.09 |
| Gain/Pain | 0.01 | Hit Rate | 46.72% |
| Win/Loss | 1.09 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.21% | -13.75% | -11.06% | -15.66% |
| CVaR (ES) | -12.62% | -22.03% | -13.88% | -17.94% |
| VaR (Cornish-Fisher) | — | — | 1.98% | -47.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.32% | 2024-04-11 | 2026-03-27 | ongoing | 491 | — |
| -68.38% | 2023-12-08 | 2024-01-19 | 2024-04-10 | 27 | 56 |
| -34.55% | 2023-08-30 | 2023-09-29 | 2023-12-06 | 21 | 47 |
| -4.63% | 2023-08-18 | 2023-08-24 | 2023-08-30 | 4 | 4 |
Worst depth first · lengths in trading days.