$2.74
-0.01 (-0.36%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.78% | Sharpe | −0.81 |
| Sortino | −1.08 |
| Beta | 1.50 | Correlation | 0.50 |
| Up capture | 5.73% | Down capture | 430.34% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −86.05% | Ulcer Index | 55.06 |
| MTD | −0.36% | QTD | 26.85% |
| YTD | −11.04% | Window (ann., 3.0y) | −37.04% |
| Skewness | −0.53 | Excess Kurtosis | 7.85 |
| Omega (θ=0) | 0.86 | Tail Ratio | 0.93 |
| Gain/Pain | −0.14 | Hit Rate | 46.07% |
| Win/Loss | 0.96 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.14% | -8.19% | -4.78% | -6.71% |
| CVaR (ES) | -6.73% | -11.85% | -5.96% | -7.66% |
| VaR (Cornish-Fisher) | — | — | -4.75% | -12.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.05% | 2024-02-27 | 2026-06-04 | ongoing | 569 | — |
| -25.51% | 2023-09-21 | 2023-10-27 | 2023-12-14 | 26 | 33 |
| -10.03% | 2023-12-19 | 2024-02-13 | 2024-02-22 | 37 | 6 |
| -3.69% | 2023-09-15 | 2023-09-19 | 2023-09-20 | 2 | 1 |
| -3.54% | 2023-09-01 | 2023-09-05 | 2023-09-11 | 1 | 4 |
| -3.10% | 2023-09-11 | 2023-09-13 | 2023-09-15 | 2 | 2 |
| -2.28% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -2.04% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
| -0.95% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
| -0.09% | 2023-08-29 | 2023-08-30 | 2023-08-31 | 1 | 1 |
Worst depth first · lengths in trading days.