$2.80
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 66.14% | Sharpe | −0.57 |
| Sortino | −0.79 |
| Beta | 1.86 | Correlation | 0.43 |
| Up capture | −49.79% | Down capture | 290.54% |
Relative Value shows 1.84 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.70% | Ulcer Index | 59.74 |
| MTD | −1.75% | QTD | −12.50% |
| YTD | −21.57% | Window (ann., 3.0y) | −44.67% |
| Skewness | 0.10 | Excess Kurtosis | 17.77 |
| Omega (θ=0) | 0.89 | Tail Ratio | 1.02 |
| Gain/Pain | −0.11 | Hit Rate | 47.33% |
| Win/Loss | 0.95 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.12% | -9.18% | -7.00% | -9.84% |
| CVaR (ES) | -9.27% | -19.55% | -8.74% | -11.25% |
| VaR (Cornish-Fisher) | — | — | -5.39% | -26.84% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.70% | 2023-09-01 | 2026-08-17 | ongoing | 735 | — |
| -3.88% | 2023-08-21 | 2023-08-28 | 2023-08-31 | 5 | 3 |
Worst depth first · lengths in trading days.