$1.21
+0.06 (+5.22%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 215.92% | Sharpe | 0.19 |
| Sortino | 0.45 |
| Beta | 4.89 | Correlation | 0.23 |
| Up capture | 305.36% | Down capture | 601.87% |
Relative Value shows 2.84 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −97.90% | Ulcer Index | 64.85 |
| MTD | −15.97% | QTD | −60.97% |
| YTD | −76.08% | Window (ann., 3.0y) | −67.93% |
Price only — no dividends, so this understates total return.
| Skewness | 10.35 | Excess Kurtosis | 182.02 |
| Omega (θ=0) | 1.06 | Tail Ratio | 0.85 |
| Gain/Pain | 0.06 | Hit Rate | 41.33% |
| Win/Loss | 1.36 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.65% | -22.49% | -22.21% | -31.48% |
| CVaR (ES) | -18.65% | -35.41% | -27.89% | -36.09% |
| VaR (Cornish-Fisher) | — | — | 95.14% | 41.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -97.90% | 2024-08-23 | 2026-08-19 | ongoing | 494 | — |
| -40.00% | 2024-06-13 | 2024-08-08 | 2024-08-19 | 38 | 7 |
| -32.67% | 2023-12-28 | 2024-05-29 | 2024-06-11 | 104 | 9 |
| -25.37% | 2023-08-30 | 2023-10-03 | 2023-11-14 | 23 | 30 |
| -25.00% | 2023-11-20 | 2023-11-27 | 2023-12-28 | 4 | 22 |
| -16.28% | 2024-08-19 | 2024-08-20 | 2024-08-23 | 1 | 3 |
| -11.04% | 2024-06-11 | 2024-06-12 | 2024-06-13 | 1 | 1 |
| -7.03% | 2023-08-22 | 2023-08-25 | 2023-08-29 | 3 | 2 |
| -1.08% | 2023-11-16 | 2023-11-17 | 2023-11-20 | 1 | 1 |
Worst depth first · lengths in trading days.