$3.21
+0.09 (+2.88%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 73.53% | Sharpe | −0.11 |
| Sortino | −0.17 |
| Beta | 0.43 | Correlation | 0.07 |
| Up capture | −23.18% | Down capture | −4.86% |
Relative Value shows 1.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −90.99% | Ulcer Index | 63.71 |
| MTD | −29.14% | QTD | −30.52% |
| YTD | 122.92% | Window (ann., 3.0y) | −29.23% |
| Skewness | 0.88 | Excess Kurtosis | 5.50 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.03 |
| Gain/Pain | −0.02 | Hit Rate | 43.60% |
| Win/Loss | 1.16 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.07% | -10.22% | -7.65% | -10.81% |
| CVaR (ES) | -9.53% | -14.59% | -9.59% | -12.38% |
| VaR (Cornish-Fisher) | — | — | -5.92% | -12.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -90.99% | 2023-08-31 | 2025-04-21 | ongoing | 409 | — |
| -3.65% | 2023-08-21 | 2023-08-25 | 2023-08-31 | 4 | 4 |
Worst depth first · lengths in trading days.