$0.21
-0.01 (-4.31%)
USD · as of 2026-08-19 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 156.12% | Sharpe | −1.24 |
| Sortino | −1.99 |
| Beta | 2.20 | Correlation | 0.40 |
| Up capture | −460.15% | Down capture | 834.35% |
| Max Drawdown | −94.98% | Ulcer Index | 64.60 |
| MTD | −14.68% | QTD | −74.91% |
| YTD | −88.34% | Window return | −94.98% |
| Skewness | 3.26 | Excess Kurtosis | 32.81 |
| Omega (θ=0) | 0.76 | Tail Ratio | 0.94 |
| Gain/Pain | −0.24 | Hit Rate | 36.84% |
| Win/Loss | 1.22 | Upside Potential | 0.39 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.84% | -28.38% | -16.95% | -23.65% |
| CVaR (ES) | -20.31% | -33.13% | -21.06% | -26.98% |
| VaR (Cornish-Fisher) | — | — | 0.65% | -36.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.98% | 2025-08-18 | 2026-08-19 | ongoing | 247 | — |
Worst depth first · lengths in trading days.