$1.34
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 93.32% | Sharpe | −2.73 |
| Sortino | −3.16 |
| Beta | 3.20 | Correlation | 0.61 |
| Up capture | −479.34% | Down capture | 1465.33% |
Relative Value shows 3.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −95.44% | Ulcer Index | 63.71 |
| MTD | −18.29% | QTD | −50.74% |
| YTD | −92.84% | Window return | −95.13% |
| Skewness | −2.68 | Excess Kurtosis | 23.93 |
| Omega (θ=0) | 0.59 | Tail Ratio | 0.91 |
| Gain/Pain | −0.41 | Hit Rate | 36.03% |
| Win/Loss | 0.97 | Upside Potential | 0.29 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.87% | -13.89% | -10.68% | -14.69% |
| CVaR (ES) | -14.62% | -27.17% | -13.14% | -16.68% |
| VaR (Cornish-Fisher) | — | — | -11.52% | -43.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.44% | 2025-08-22 | 2026-08-18 | ongoing | 242 | — |
| -1.16% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.