$4.00
+0.33 (+8.99%)
USD · as of 2026-08-21 · marketstack
From 741 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 100.63% | Sharpe | −1.10 |
| Sortino | −1.31 |
| Beta | −0.31 | Correlation | −0.05 |
| Up capture | −276.05% | Down capture | 393.84% |
Relative Value shows 1.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.82% | Ulcer Index | 92.79 |
| MTD | 25.00% | QTD | 12.36% |
| YTD | −51.02% | Window (ann., 3.0y) | −86.79% |
| Skewness | −4.96 | Excess Kurtosis | 68.01 |
| Omega (θ=0) | 0.78 | Tail Ratio | 0.96 |
| Gain/Pain | −0.22 | Hit Rate | 42.24% |
| Win/Loss | 0.97 | Upside Potential | 0.29 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.56% | -14.10% | -10.87% | -15.19% |
| CVaR (ES) | -14.85% | -35.00% | -13.52% | -17.34% |
| VaR (Cornish-Fisher) | — | — | -8.18% | -80.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.82% | 2023-08-29 | 2026-07-14 | ongoing | 707 | — |
| -5.70% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -2.01% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.