$6.29
-0.54 (-7.97%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 245.32% | Sharpe | 0.57 |
| Sortino | 1.73 |
| Beta | 1.15 | Correlation | 0.05 |
| Up capture | 749.73% | Down capture | 235.58% |
Relative Value shows 0.48 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −89.11% | Ulcer Index | 44.83 |
| MTD | 63.38% | QTD | −73.88% |
| YTD | −78.21% | Window (ann., 3.0y) | −6.56% |
| Skewness | 18.41 | Excess Kurtosis | 440.03 |
| Omega (θ=0) | 1.26 | Tail Ratio | 1.16 |
| Gain/Pain | 0.26 | Hit Rate | 47.87% |
| Win/Loss | 1.34 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.45% | -20.83% | -24.86% | -35.39% |
| CVaR (ES) | -16.77% | -35.01% | -31.32% | -40.63% |
| VaR (Cornish-Fisher) | — | — | 291.68% | 556.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.11% | 2026-04-21 | 2026-07-31 | ongoing | 67 | — |
| -79.08% | 2024-10-29 | 2025-11-25 | 2025-12-03 | 269 | 5 |
| -65.48% | 2023-08-28 | 2023-10-19 | 2024-09-24 | 37 | 233 |
| -28.20% | 2025-12-29 | 2026-01-28 | 2026-03-09 | 20 | 27 |
| -20.83% | 2024-10-04 | 2024-10-10 | 2024-10-25 | 4 | 11 |
| -17.28% | 2026-03-11 | 2026-03-30 | 2026-04-13 | 13 | 9 |
| -15.22% | 2025-12-03 | 2025-12-04 | 2025-12-29 | 1 | 16 |
| -4.80% | 2023-08-21 | 2023-08-22 | 2023-08-25 | 1 | 3 |
| -3.77% | 2024-09-25 | 2024-09-27 | 2024-09-30 | 2 | 1 |
| -2.37% | 2026-04-15 | 2026-04-20 | 2026-04-21 | 3 | 1 |
Worst depth first · lengths in trading days.