$1.45
+0.02 (+1.40%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 169.59% | Sharpe | 0.53 |
| Sortino | 1.03 |
| Beta | 7.27 | Correlation | 0.18 |
| Up capture | 891.27% | Down capture | 484.30% |
| Max Drawdown | −96.09% | Ulcer Index | 66.28 |
| MTD | −9.38% | QTD | −30.29% |
| YTD | −73.25% | Window (ann., 3.0y) | −29.66% |
| Skewness | 2.77 | Excess Kurtosis | 17.61 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.41 |
| Gain/Pain | 0.13 | Hit Rate | 40.59% |
| Win/Loss | 1.58 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.85% | -25.95% | -17.21% | -24.49% |
| CVaR (ES) | -18.65% | -29.25% | -21.68% | -28.11% |
| VaR (Cornish-Fisher) | — | — | -3.46% | -15.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.09% | 2024-11-27 | 2026-08-14 | ongoing | 424 | — |
| -68.05% | 2023-09-05 | 2024-07-09 | 2024-11-19 | 211 | 94 |
| -4.52% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
| -3.61% | 2023-08-18 | 2023-08-23 | 2023-08-24 | 3 | 1 |
| -2.95% | 2024-11-20 | 2024-11-21 | 2024-11-22 | 1 | 1 |
| -2.17% | 2023-08-30 | 2023-08-31 | 2023-09-05 | 1 | 2 |
Worst depth first · lengths in trading days.