$0.88
+0.02 (+1.82%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 76.80% | Sharpe | −0.29 |
| Sortino | −0.43 |
| Beta | 2.56 | Correlation | 0.43 |
| Up capture | 26.15% | Down capture | 360.82% |
Relative Value shows 1.73 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −90.81% | Ulcer Index | 61.43 |
| MTD | −14.57% | QTD | −20.73% |
| YTD | −20.73% | Window (ann., 3.0y) | −40.49% |
| Skewness | 0.23 | Excess Kurtosis | 10.62 |
| Omega (θ=0) | 0.95 | Tail Ratio | 0.98 |
| Gain/Pain | −0.05 | Hit Rate | 45.86% |
| Win/Loss | 1.04 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.68% | -10.86% | -8.05% | -11.35% |
| CVaR (ES) | -10.05% | -18.49% | -10.07% | -12.98% |
| VaR (Cornish-Fisher) | — | — | -6.69% | -22.43% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -90.81% | 2024-06-25 | 2026-02-23 | ongoing | 416 | — |
| -45.91% | 2023-09-06 | 2023-10-23 | 2024-03-08 | 33 | 94 |
| -24.64% | 2024-03-08 | 2024-05-02 | 2024-05-09 | 38 | 5 |
| -11.63% | 2024-05-09 | 2024-05-10 | 2024-05-16 | 1 | 4 |
| -9.41% | 2024-05-29 | 2024-06-04 | 2024-06-14 | 4 | 8 |
| -4.64% | 2024-05-16 | 2024-05-21 | 2024-05-28 | 3 | 4 |
| -2.16% | 2023-08-21 | 2023-08-22 | 2023-08-25 | 1 | 3 |
| -1.58% | 2024-06-17 | 2024-06-18 | 2024-06-21 | 1 | 2 |
| -0.69% | 2023-08-25 | 2023-08-28 | 2023-08-30 | 1 | 2 |
Worst depth first · lengths in trading days.