$4.04
+0.01 (+0.25%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2023-01-04 — the price history has a 2239-day gap before it.
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.93% | Sharpe | 0.04 |
| Sortino | 0.07 |
| Beta | 1.27 | Correlation | 0.38 |
| Up capture | 28.83% | Down capture | 195.57% |
Relative Value shows 108.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −72.22% | Ulcer Index | 50.88 |
| MTD | 12.22% | QTD | 11.91% |
| YTD | −12.93% | Window (ann., 3.0y) | −16.75% |
| Skewness | 0.70 | Excess Kurtosis | 3.64 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.02 |
| Gain/Pain | 0.01 | Hit Rate | 47.54% |
| Win/Loss | 1.05 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.43% | -9.31% | -6.82% | -9.65% |
| CVaR (ES) | -8.50% | -11.44% | -8.56% | -11.06% |
| VaR (Cornish-Fisher) | — | — | -5.65% | -10.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.22% | 2023-12-28 | 2025-03-17 | ongoing | 303 | — |
| -21.17% | 2023-09-11 | 2023-09-18 | 2023-11-07 | 5 | 36 |
| -12.82% | 2023-11-14 | 2023-11-22 | 2023-12-18 | 6 | 17 |
| -9.31% | 2023-11-08 | 2023-11-09 | 2023-11-10 | 1 | 1 |
| -6.57% | 2023-08-28 | 2023-08-30 | 2023-09-11 | 2 | 7 |
| -3.78% | 2023-12-19 | 2023-12-21 | 2023-12-26 | 2 | 2 |
| -2.58% | 2023-12-26 | 2023-12-27 | 2023-12-28 | 1 | 1 |
| -1.00% | 2023-11-10 | 2023-11-13 | 2023-11-14 | 1 | 1 |
Worst depth first · lengths in trading days.