$2.85
-0.05 (-1.72%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 74.29% | Sharpe | 0.51 |
| Sortino | 0.83 |
| Beta | 1.96 | Correlation | 0.35 |
| Up capture | 174.15% | Down capture | 182.08% |
Relative Value shows 1.49 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −74.45% | Ulcer Index | 34.50 |
| MTD | −9.24% | QTD | −30.99% |
| YTD | 9.20% | Window (ann., 3.0y) | 11.44% |
| Skewness | 0.96 | Excess Kurtosis | 3.25 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.23 |
| Gain/Pain | 0.10 | Hit Rate | 43.66% |
| Win/Loss | 1.26 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.85% | -9.45% | -7.55% | -10.74% |
| CVaR (ES) | -8.64% | -11.07% | -9.50% | -12.32% |
| VaR (Cornish-Fisher) | — | — | -5.88% | -9.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.45% | 2024-07-16 | 2025-04-21 | ongoing | 191 | — |
| -34.13% | 2023-08-29 | 2023-10-19 | 2023-12-15 | 36 | 40 |
| -28.97% | 2024-03-18 | 2024-04-19 | 2024-06-11 | 23 | 36 |
| -19.43% | 2024-02-27 | 2024-03-11 | 2024-03-18 | 9 | 5 |
| -14.17% | 2024-06-18 | 2024-06-25 | 2024-07-15 | 4 | 13 |
| -12.63% | 2024-01-16 | 2024-01-18 | 2024-01-29 | 2 | 7 |
| -12.14% | 2023-08-21 | 2023-08-23 | 2023-08-29 | 2 | 4 |
| -9.92% | 2023-12-26 | 2024-01-02 | 2024-01-04 | 4 | 2 |
| -7.38% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -6.87% | 2024-06-13 | 2024-06-14 | 2024-06-18 | 1 | 2 |
Worst depth first · lengths in trading days.