$3.50
+0.10 (+2.94%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 178.15% | Sharpe | 0.38 |
| Sortino | 0.65 |
| Beta | 0.78 | Correlation | 0.07 |
| Up capture | 157.97% | Down capture | 526.17% |
Relative Value shows −2.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.22% | Ulcer Index | 60.46 |
| MTD | −2.51% | QTD | −44.09% |
| YTD | −84.97% | Window (ann., 3.0y) | −57.70% |
Price only — no dividends, so this understates total return.
| Skewness | 2.20 | Excess Kurtosis | 24.54 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.21 |
| Gain/Pain | 0.12 | Hit Rate | 25.13% |
| Win/Loss | 1.34 | Upside Potential | 0.39 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.33% | -25.56% | -18.19% | -25.84% |
| CVaR (ES) | -22.92% | -45.52% | -22.88% | -29.64% |
| VaR (Cornish-Fisher) | — | — | -4.58% | -51.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.22% | 2024-08-08 | 2026-07-17 | ongoing | 480 | — |
| -32.85% | 2023-10-25 | 2023-11-16 | 2024-03-19 | 16 | 83 |
| -31.63% | 2024-06-17 | 2024-06-18 | 2024-06-25 | 1 | 4 |
| -29.58% | 2024-05-29 | 2024-06-06 | 2024-06-12 | 6 | 4 |
| -21.43% | 2024-04-08 | 2024-05-08 | 2024-05-22 | 22 | 10 |
| -19.64% | 2024-07-18 | 2024-07-19 | 2024-07-22 | 1 | 1 |
| -16.10% | 2024-03-20 | 2024-03-26 | 2024-03-28 | 4 | 2 |
Worst depth first · lengths in trading days.