$7.49
+0.32 (+4.46%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 100.35% | Sharpe | −0.18 |
| Sortino | −0.28 |
| Beta | 1.02 | Correlation | 0.16 |
| Up capture | −19.15% | Down capture | 310.54% |
Relative Value shows 1.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −91.17% | Ulcer Index | 73.16 |
| MTD | 3.03% | QTD | 13.48% |
| YTD | −34.18% | Window (ann., 3.0y) | −48.39% |
| Skewness | 1.15 | Excess Kurtosis | 5.93 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.08 |
| Gain/Pain | −0.03 | Hit Rate | 46.27% |
| Win/Loss | 1.07 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.09% | -14.49% | -10.47% | -14.78% |
| CVaR (ES) | -12.36% | -17.74% | -13.11% | -16.92% |
| VaR (Cornish-Fisher) | — | — | -7.49% | -15.05% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.17% | 2023-10-02 | 2026-06-23 | ongoing | 679 | — |
| -9.06% | 2023-09-01 | 2023-09-13 | 2023-09-25 | 7 | 8 |
| -3.29% | 2023-09-26 | 2023-09-28 | 2023-10-02 | 2 | 2 |
| -1.32% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
| -0.63% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.36% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.