$5.21
-0.52 (-9.08%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 142.98% | Sharpe | −0.63 |
| Sortino | −1.12 |
| Beta | 0.80 | Correlation | 0.12 |
| Up capture | −261.26% | Down capture | 528.69% |
| Max Drawdown | −99.56% | Ulcer Index | 82.97 |
| MTD | −1.23% | QTD | −35.10% |
| YTD | −60.13% | Window (ann., 3.0y) | −82.49% |
| Skewness | 6.53 | Excess Kurtosis | 107.47 |
| Omega (θ=0) | 0.87 | Tail Ratio | 1.02 |
| Gain/Pain | −0.13 | Hit Rate | 42.46% |
| Win/Loss | 1.09 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.52% | -19.16% | -15.17% | -21.31% |
| CVaR (ES) | -15.58% | -27.82% | -18.94% | -24.36% |
| VaR (Cornish-Fisher) | — | — | 28.30% | -59.76% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.56% | 2023-08-30 | 2026-07-24 | ongoing | 723 | — |
| -3.99% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -1.80% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
Worst depth first · lengths in trading days.