$1.93
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 76.53% | Sharpe | 0.36 |
| Sortino | 0.54 |
| Beta | 2.52 | Correlation | 0.39 |
| Up capture | 205.34% | Down capture | 423.71% |
Relative Value shows 1.90 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.45% | Ulcer Index | 36.74 |
| MTD | 14.20% | QTD | 9.04% |
| YTD | −18.57% | Window (ann., 3.0y) | −1.67% |
| Skewness | 0.56 | Excess Kurtosis | 7.50 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.20 |
| Gain/Pain | 0.07 | Hit Rate | 46.27% |
| Win/Loss | 1.10 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.55% | -11.10% | -7.82% | -11.11% |
| CVaR (ES) | -9.96% | -17.09% | -9.84% | -12.74% |
| VaR (Cornish-Fisher) | — | — | -6.29% | -16.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.45% | 2023-12-27 | 2024-06-17 | 2025-09-18 | 118 | 314 |
| -49.84% | 2025-09-18 | 2026-04-01 | ongoing | 134 | — |
| -39.39% | 2023-09-01 | 2023-11-10 | 2023-12-21 | 49 | 28 |
| -0.42% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.41% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.