$5.84
+0.07 (+1.21%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 96.09% | Sharpe | 0.41 |
| Sortino | 0.67 |
| Beta | −0.80 | Correlation | −0.10 |
| Up capture | 82.48% | Down capture | −187.05% |
| Max Drawdown | −85.81% | Ulcer Index | 51.96 |
| MTD | 7.55% | QTD | −1.02% |
| YTD | 11.45% | Window (ann., 3.0y) | −4.77% |
| Skewness | 1.60 | Excess Kurtosis | 12.03 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.14 |
| Gain/Pain | 0.08 | Hit Rate | 45.52% |
| Win/Loss | 1.22 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.13% | -12.52% | -9.80% | -13.93% |
| CVaR (ES) | -11.23% | -16.27% | -12.33% | -15.98% |
| VaR (Cornish-Fisher) | — | — | -5.29% | -18.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -85.81% | 2023-09-12 | 2025-05-28 | 2026-03-09 | 428 | 195 |
| -51.70% | 2026-03-09 | 2026-06-05 | ongoing | 59 | — |
| -12.03% | 2023-09-01 | 2023-09-08 | 2023-09-12 | 4 | 2 |
| -3.44% | 2023-08-23 | 2023-08-28 | 2023-09-01 | 3 | 4 |
| -1.46% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.