$3.41
+0.11 (+3.33%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.85% | Sharpe | −0.20 |
| Sortino | −0.29 |
| Beta | 1.64 | Correlation | 0.42 |
| Up capture | 38.12% | Down capture | 353.43% |
| Max Drawdown | −74.82% | Ulcer Index | 51.64 |
| MTD | 12.54% | QTD | −2.57% |
| YTD | −13.23% | Window (ann., 3.0y) | −28.49% |
| Skewness | 0.44 | Excess Kurtosis | 5.31 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.94 |
| Gain/Pain | −0.03 | Hit Rate | 48.40% |
| Win/Loss | 0.99 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.94% | -9.29% | -6.77% | -9.55% |
| CVaR (ES) | -8.74% | -14.09% | -8.48% | -10.94% |
| VaR (Cornish-Fisher) | — | — | -5.80% | -13.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.82% | 2024-01-04 | 2025-05-28 | ongoing | 349 | — |
| -38.61% | 2023-08-30 | 2023-11-13 | 2024-01-03 | 52 | 34 |
| -0.42% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.