$4.00
+0.05 (+1.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 107.29% | Sharpe | 0.92 |
| Sortino | 1.48 |
| Beta | 3.34 | Correlation | 0.33 |
| Up capture | 293.89% | Down capture | −162.11% |
Relative Value shows 3.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −74.80% | Ulcer Index | 40.45 |
| MTD | −0.00% | QTD | −35.69% |
| YTD | −25.23% | Window (ann., 3.0y) | 52.00% |
| Skewness | 0.56 | Excess Kurtosis | 1.51 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.37 |
| Gain/Pain | 0.16 | Hit Rate | 48.67% |
| Win/Loss | 1.18 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.42% | -13.17% | -10.73% | -15.33% |
| CVaR (ES) | -12.10% | -17.70% | -13.55% | -17.62% |
| VaR (Cornish-Fisher) | — | — | -9.40% | -14.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.80% | 2025-10-14 | 2026-07-29 | ongoing | 194 | — |
| -62.62% | 2024-05-30 | 2024-08-20 | 2024-10-29 | 56 | 49 |
| -55.30% | 2024-11-08 | 2025-03-13 | 2025-06-04 | 83 | 57 |
| -36.80% | 2024-03-21 | 2024-04-17 | 2024-05-20 | 18 | 23 |
| -31.69% | 2023-08-30 | 2023-10-03 | 2023-11-10 | 23 | 28 |
| -30.46% | 2025-06-09 | 2025-07-07 | 2025-07-17 | 18 | 8 |
| -28.99% | 2025-08-12 | 2025-09-04 | 2025-09-22 | 16 | 12 |
| -22.64% | 2025-09-23 | 2025-10-09 | 2025-10-13 | 12 | 2 |
| -21.81% | 2024-02-26 | 2024-02-28 | 2024-03-18 | 2 | 13 |
| -20.95% | 2023-12-05 | 2024-01-03 | 2024-01-22 | 19 | 12 |
Worst depth first · lengths in trading days.