$2.62
+0.06 (+2.34%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 153.47% | Sharpe | 0.50 |
| Sortino | 1.01 |
| Beta | −4.26 | Correlation | −0.26 |
| Up capture | 12.04% | Down capture | −928.25% |
Relative Value shows −4.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −92.67% | Ulcer Index | 61.98 |
| MTD | 1.55% | QTD | −15.48% |
| YTD | −66.84% | Window (ann., 3.0y) | −24.40% |
| Skewness | 6.62 | Excess Kurtosis | 114.90 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.34 |
| Gain/Pain | 0.14 | Hit Rate | 42.46% |
| Win/Loss | 1.47 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.54% | -14.80% | -15.60% | -22.19% |
| CVaR (ES) | -14.04% | -25.42% | -19.64% | -25.46% |
| VaR (Cornish-Fisher) | — | — | 32.97% | -75.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.67% | 2024-03-20 | 2024-12-13 | ongoing | 186 | — |
| -43.62% | 2023-10-20 | 2023-12-28 | 2024-02-12 | 47 | 30 |
| -29.37% | 2023-08-21 | 2023-09-25 | 2023-10-06 | 24 | 9 |
| -24.55% | 2024-02-16 | 2024-02-28 | 2024-03-11 | 7 | 8 |
| -11.52% | 2023-10-09 | 2023-10-10 | 2023-10-13 | 1 | 3 |
| -6.57% | 2024-03-11 | 2024-03-14 | 2024-03-15 | 3 | 1 |
| -0.54% | 2023-10-18 | 2023-10-19 | 2023-10-20 | 1 | 1 |
Worst depth first · lengths in trading days.