$7.43
-0.24 (-3.13%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2022-10-18 — the price history has a 557-day gap before it.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.59% | Sharpe | −0.12 |
| Sortino | −0.17 |
| Beta | 2.52 | Correlation | 0.61 |
| Up capture | 93.48% | Down capture | 422.38% |
Relative Value shows 2.50 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −82.09% | Ulcer Index | 42.75 |
| MTD | −0.80% | QTD | 3.34% |
| YTD | −7.36% | Window (ann., 3.0y) | −21.83% |
| Skewness | −0.66 | Excess Kurtosis | 19.95 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.01 |
| Gain/Pain | −0.02 | Hit Rate | 49.60% |
| Win/Loss | 0.97 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.72% | -8.51% | -6.10% | -8.61% |
| CVaR (ES) | -7.96% | -15.45% | -7.64% | -9.86% |
| VaR (Cornish-Fisher) | — | — | -5.28% | -27.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.09% | 2024-12-02 | 2026-03-27 | ongoing | 329 | — |
| -23.53% | 2023-09-07 | 2024-01-31 | 2024-02-27 | 100 | 18 |
| -23.24% | 2024-07-16 | 2024-08-07 | 2024-09-10 | 16 | 23 |
| -18.55% | 2024-09-24 | 2024-11-01 | 2024-11-11 | 28 | 6 |
| -12.27% | 2024-03-22 | 2024-07-10 | 2024-07-16 | 74 | 4 |
| -7.71% | 2024-03-05 | 2024-03-11 | 2024-03-20 | 4 | 7 |
| -5.12% | 2024-11-11 | 2024-11-14 | 2024-11-18 | 3 | 2 |
| -2.95% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -2.82% | 2024-11-18 | 2024-11-20 | 2024-11-25 | 2 | 3 |
| -2.48% | 2024-11-25 | 2024-11-26 | 2024-12-02 | 1 | 3 |
Worst depth first · lengths in trading days.