$2.45
-0.02 (-0.81%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 351.16% | Sharpe | 0.28 |
| Sortino | 1.40 |
| Beta | 3.60 | Correlation | 0.43 |
| Up capture | 35.12% | Down capture | 392.38% |
Relative Value shows 2.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −92.27% | Ulcer Index | 68.19 |
| MTD | 10.36% | QTD | −38.75% |
| YTD | −40.24% | Window (ann., 3.0y) | −54.86% |
| Skewness | 24.32 | Excess Kurtosis | 637.34 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.01 |
| Gain/Pain | 0.17 | Hit Rate | 45.60% |
| Win/Loss | 1.37 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.71% | -19.17% | -36.00% | -51.07% |
| CVaR (ES) | -14.06% | -24.21% | -45.24% | -58.57% |
| VaR (Cornish-Fisher) | — | — | 647.15% | 1971.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.27% | 2023-12-27 | 2026-07-29 | ongoing | 644 | — |
| -52.48% | 2023-09-12 | 2023-11-10 | 2023-12-26 | 43 | 30 |
| -5.97% | 2023-08-23 | 2023-09-07 | 2023-09-12 | 10 | 3 |
| -3.01% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.