$3.85
-0.09 (-2.28%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 173.49% | Sharpe | −0.12 |
| Sortino | −0.24 |
| Beta | 2.45 | Correlation | 0.26 |
| Up capture | −91.44% | Down capture | 446.85% |
Relative Value shows 2.35 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −98.75% | Ulcer Index | 78.87 |
| MTD | −37.40% | QTD | −58.60% |
| YTD | −76.81% | Window (ann., 3.0y) | −74.59% |
| Skewness | 5.64 | Excess Kurtosis | 62.09 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.05 |
| Gain/Pain | −0.03 | Hit Rate | 38.90% |
| Win/Loss | 1.45 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.45% | -21.41% | -18.06% | -25.50% |
| CVaR (ES) | -17.49% | -26.32% | -22.62% | -29.21% |
| VaR (Cornish-Fisher) | — | — | 19.71% | -7.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.75% | 2024-04-01 | 2026-08-21 | ongoing | 595 | — |
| -78.38% | 2023-09-05 | 2024-01-18 | 2024-04-01 | 93 | 50 |
| -32.98% | 2023-08-29 | 2023-09-01 | 2023-09-05 | 3 | 1 |
| -5.98% | 2023-08-22 | 2023-08-24 | 2023-08-29 | 2 | 3 |
Worst depth first · lengths in trading days.