$0.82
+0.01 (+1.32%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 93.56% | Sharpe | −0.36 |
| Sortino | −0.52 |
| Beta | 1.49 | Correlation | 0.26 |
| Up capture | −89.33% | Down capture | 240.18% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −91.02% | Ulcer Index | 63.82 |
| MTD | −32.80% | QTD | −61.14% |
| YTD | −57.52% | Window (ann., 3.0y) | −53.82% |
| Skewness | 0.52 | Excess Kurtosis | 16.99 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.88 |
| Gain/Pain | −0.07 | Hit Rate | 44.52% |
| Win/Loss | 1.03 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.89% | -15.83% | -9.83% | -13.84% |
| CVaR (ES) | -13.31% | -26.76% | -12.29% | -15.84% |
| VaR (Cornish-Fisher) | — | — | -6.90% | -34.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.02% | 2023-08-30 | 2026-08-18 | ongoing | 738 | — |
| -1.84% | 2023-08-28 | 2023-08-29 | 2023-08-30 | 1 | 1 |
| -1.32% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
Worst depth first · lengths in trading days.