$1.20
+0.07 (+6.19%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 151.26% | Sharpe | −0.43 |
| Sortino | −0.74 |
| Beta | 1.89 | Correlation | 0.18 |
| Up capture | −19.70% | Down capture | 671.23% |
Relative Value shows 1.06 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.35% | Ulcer Index | 83.02 |
| MTD | 2.56% | QTD | −38.78% |
| YTD | −60.91% | Window (ann., 3.0y) | −80.96% |
| Skewness | 3.19 | Excess Kurtosis | 27.38 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.13 |
| Gain/Pain | −0.09 | Hit Rate | 42.13% |
| Win/Loss | 1.21 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.64% | -23.50% | -15.93% | -22.43% |
| CVaR (ES) | -17.69% | -29.28% | -19.91% | -25.65% |
| VaR (Cornish-Fisher) | — | — | -0.22% | -24.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.35% | 2023-08-21 | 2026-08-20 | ongoing | 749 | — |
Worst depth first · lengths in trading days.