$0.48
+0.02 (+5.47%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 104.73% | Sharpe | 0.47 |
| Sortino | 0.73 |
| Beta | −0.35 | Correlation | −0.04 |
| Up capture | 48.74% | Down capture | −130.69% |
Relative Value shows 1.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −83.76% | Ulcer Index | 59.09 |
| MTD | 24.68% | QTD | −4.00% |
| YTD | −33.79% | Window (ann., 3.0y) | −4.67% |
| Skewness | 0.81 | Excess Kurtosis | 5.43 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.18 |
| Gain/Pain | 0.09 | Hit Rate | 44.15% |
| Win/Loss | 1.20 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.51% | -15.86% | -10.66% | -15.15% |
| CVaR (ES) | -13.38% | -19.57% | -13.42% | -17.39% |
| VaR (Cornish-Fisher) | — | — | -8.33% | -17.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.76% | 2024-02-16 | 2025-04-10 | ongoing | 287 | — |
| -36.94% | 2023-12-04 | 2023-12-21 | 2024-02-06 | 13 | 30 |
| -32.55% | 2023-09-11 | 2023-10-23 | 2023-11-27 | 30 | 24 |
| -10.65% | 2023-08-21 | 2023-08-25 | 2023-08-30 | 4 | 3 |
| -9.70% | 2024-02-09 | 2024-02-12 | 2024-02-14 | 1 | 2 |
| -4.44% | 2023-09-05 | 2023-09-06 | 2023-09-07 | 1 | 1 |
| -3.55% | 2024-02-14 | 2024-02-15 | 2024-02-16 | 1 | 1 |
| -3.15% | 2023-11-30 | 2023-12-01 | 2023-12-04 | 1 | 1 |
| -0.64% | 2024-02-06 | 2024-02-07 | 2024-02-08 | 1 | 1 |
Worst depth first · lengths in trading days.