$0.69
-0.02 (-2.86%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 183.21% | Sharpe | −0.11 |
| Sortino | −0.25 |
| Beta | −0.86 | Correlation | −0.09 |
| Up capture | −205.75% | Down capture | −10.34% |
Relative Value shows −0.10 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.19% | Ulcer Index | 65.84 |
| MTD | −10.13% | QTD | −38.21% |
| YTD | −81.11% | Window (ann., 3.0y) | −72.81% |
| Skewness | 11.50 | Excess Kurtosis | 218.35 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.88 |
| Gain/Pain | −0.03 | Hit Rate | 41.07% |
| Win/Loss | 1.30 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.96% | -21.45% | -19.06% | -26.93% |
| CVaR (ES) | -16.79% | -30.23% | -23.88% | -30.84% |
| VaR (Cornish-Fisher) | — | — | 98.20% | 56.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.19% | 2025-07-10 | 2026-08-21 | ongoing | 278 | — |
| -65.03% | 2023-09-06 | 2025-04-11 | 2025-07-07 | 401 | 57 |
| -5.90% | 2023-08-23 | 2023-08-29 | 2023-09-06 | 4 | 5 |
Worst depth first · lengths in trading days.