$30.45
+2.40 (+8.56%)
USD · as of 2026-07-29 · marketstack
stale — last close 2026-07-29, not a live quote
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 98.49% | Sharpe | −0.07 |
| Sortino | −0.10 |
| Beta | 1.17 | Correlation | 0.17 |
| Up capture | 10.24% | Down capture | 156.41% |
| Max Drawdown | −95.22% | Ulcer Index | 72.53 |
| MTD | −8.29% | QTD | −8.29% |
| YTD | 2.94% | Window (ann., 3.0y) | −47.61% |
| Skewness | −1.49 | Excess Kurtosis | 34.48 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.17 |
| Gain/Pain | −0.01 | Hit Rate | 45.38% |
| Win/Loss | 1.09 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.19% | -12.43% | -10.23% | -14.46% |
| CVaR (ES) | -12.90% | -27.75% | -12.82% | -16.56% |
| VaR (Cornish-Fisher) | — | — | -8.28% | -66.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.22% | 2023-08-14 | 2025-09-09 | ongoing | 519 | — |
| -15.91% | 2023-08-02 | 2023-08-07 | 2023-08-14 | 3 | 5 |
Worst depth first · lengths in trading days.