$8.60
+0.36 (+4.37%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2025-06-13 — the price history has a 1340-day gap before it.
From 288 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 102.23% | Sharpe | −0.39 |
| Sortino | −0.62 |
| Beta | 0.88 | Correlation | 0.16 |
| Up capture | −183.71% | Down capture | 212.36% |
Relative Value shows −5.47 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −81.13% | Ulcer Index | 60.91 |
| MTD | 27.60% | QTD | 16.37% |
| YTD | 5.13% | Window (ann., 1.2y) | −58.09% |
| Skewness | 1.30 | Excess Kurtosis | 5.39 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.00 |
| Gain/Pain | −0.07 | Hit Rate | 44.79% |
| Win/Loss | 1.13 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.43% | -13.07% | -10.75% | -15.14% |
| CVaR (ES) | -12.32% | -17.20% | -13.44% | -17.32% |
| VaR (Cornish-Fisher) | — | — | -7.47% | -13.03% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.13% | 2025-06-16 | 2026-05-19 | ongoing | 232 | — |
Worst depth first · lengths in trading days.