$4.99
+0.31 (+6.62%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 105.14% | Sharpe | −0.19 |
| Sortino | −0.29 |
| Beta | 1.39 | Correlation | 0.14 |
| Up capture | 68.83% | Down capture | 336.97% |
| Max Drawdown | −96.57% | Ulcer Index | 76.22 |
| MTD | −4.41% | QTD | −18.46% |
| YTD | −39.95% | Window (ann., 3.0y) | −51.98% |
| Skewness | 1.17 | Excess Kurtosis | 16.69 |
| Omega (θ=0) | 0.96 | Tail Ratio | 1.18 |
| Gain/Pain | −0.04 | Hit Rate | 45.65% |
| Win/Loss | 1.11 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.34% | -12.63% | -10.97% | -15.49% |
| CVaR (ES) | -12.69% | -23.11% | -13.74% | -17.73% |
| VaR (Cornish-Fisher) | — | — | -6.36% | -32.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.57% | 2024-05-13 | 2025-11-04 | ongoing | 371 | — |
| -36.72% | 2023-09-01 | 2023-11-14 | 2023-12-15 | 51 | 22 |
| -35.25% | 2023-12-29 | 2024-03-19 | 2024-05-07 | 54 | 34 |
| -8.70% | 2023-12-15 | 2023-12-18 | 2023-12-21 | 1 | 3 |
| -4.69% | 2023-12-22 | 2023-12-26 | 2023-12-27 | 1 | 1 |
| -2.90% | 2023-08-18 | 2023-08-24 | 2023-08-25 | 4 | 1 |
| -0.55% | 2023-08-28 | 2023-08-30 | 2023-08-31 | 2 | 1 |
| -0.52% | 2024-05-07 | 2024-05-08 | 2024-05-09 | 1 | 1 |
Worst depth first · lengths in trading days.