$2.73
+0.08 (+3.02%)
USD · as of 2026-08-21 · marketstack
From 744 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 89.84% | Sharpe | −0.03 |
| Sortino | −0.04 |
| Beta | 1.13 | Correlation | 0.20 |
| Up capture | 84.71% | Down capture | 302.75% |
Relative Value shows 1.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −86.69% | Ulcer Index | 67.43 |
| MTD | 49.18% | QTD | 97.83% |
| YTD | 7.06% | Window (ann., 3.0y) | −32.87% |
| Skewness | 2.70 | Excess Kurtosis | 36.07 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.03 |
| Gain/Pain | −0.01 | Hit Rate | 46.91% |
| Win/Loss | 1.06 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.90% | -12.60% | -9.32% | -13.18% |
| CVaR (ES) | -11.28% | -18.30% | -11.68% | -15.09% |
| VaR (Cornish-Fisher) | — | — | -0.09% | -34.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.69% | 2023-08-28 | 2026-06-30 | ongoing | 705 | — |
| -32.70% | 2023-08-21 | 2023-08-25 | 2023-08-28 | 1 | 1 |
Worst depth first · lengths in trading days.