$1.77
+0.03 (+2.02%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 110.23% | Sharpe | 0.03 |
| Sortino | 0.04 |
| Beta | 2.39 | Correlation | 0.28 |
| Up capture | 203.32% | Down capture | 571.61% |
Relative Value shows 1.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −90.21% | Ulcer Index | 70.55 |
| MTD | 5.36% | QTD | −15.71% |
| YTD | −66.54% | Window (ann., 3.0y) | −42.46% |
| Skewness | 2.13 | Excess Kurtosis | 37.46 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.25 |
| Gain/Pain | 0.01 | Hit Rate | 46.40% |
| Win/Loss | 1.10 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.80% | -18.70% | -11.41% | -16.14% |
| CVaR (ES) | -14.80% | -28.67% | -14.31% | -18.49% |
| VaR (Cornish-Fisher) | — | — | -1.36% | -54.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -90.21% | 2023-11-07 | 2025-04-21 | ongoing | 362 | — |
| -20.16% | 2023-09-01 | 2023-10-03 | 2023-10-13 | 21 | 8 |
| -2.78% | 2023-10-26 | 2023-10-27 | 2023-10-30 | 1 | 1 |
| -1.13% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.77% | 2023-10-13 | 2023-10-16 | 2023-10-18 | 1 | 2 |
| -0.56% | 2023-10-18 | 2023-10-19 | 2023-10-23 | 1 | 2 |
| -0.46% | 2023-10-23 | 2023-10-24 | 2023-10-25 | 1 | 1 |
| -0.22% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.