$0.36
+0.01 (+1.41%)
USD · as of 2026-08-21 · marketstack
From 753 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 154.76% | Sharpe | 0.19 |
| Sortino | 0.33 |
| Beta | −1.97 | Correlation | −0.19 |
| Up capture | −35.86% | Down capture | 20.55% |
Relative Value shows −1.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −98.13% | Ulcer Index | 81.95 |
| MTD | 20.40% | QTD | 5.88% |
| YTD | 20.00% | Window (ann., 3.0y) | −54.03% |
| Skewness | 4.27 | Excess Kurtosis | 60.67 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.03 |
| Gain/Pain | 0.04 | Hit Rate | 42.50% |
| Win/Loss | 1.29 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.11% | -18.79% | -15.92% | -22.56% |
| CVaR (ES) | -17.17% | -31.12% | -19.99% | -25.87% |
| VaR (Cornish-Fisher) | — | — | 11.19% | -63.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.13% | 2023-08-23 | 2025-05-20 | ongoing | 436 | — |
Worst depth first · lengths in trading days.