$0.61
-0.01 (-1.71%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 70.01% | Sharpe | −0.61 |
| Sortino | −0.91 |
| Beta | 1.68 | Correlation | 0.43 |
| Up capture | −23.73% | Down capture | 465.10% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −90.78% | Ulcer Index | 60.26 |
| MTD | 8.11% | QTD | −9.04% |
| YTD | −33.76% | Window (ann., 3.0y) | −48.21% |
| Skewness | 1.53 | Excess Kurtosis | 16.98 |
| Omega (θ=0) | 0.89 | Tail Ratio | 1.01 |
| Gain/Pain | −0.11 | Hit Rate | 43.20% |
| Win/Loss | 1.09 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.36% | -10.55% | -7.42% | -10.43% |
| CVaR (ES) | -9.09% | -14.16% | -9.26% | -11.92% |
| VaR (Cornish-Fisher) | — | — | -3.80% | -19.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -90.78% | 2023-11-15 | 2026-03-30 | ongoing | 592 | — |
| -13.33% | 2023-09-01 | 2023-10-27 | 2023-11-14 | 39 | 12 |
| -5.02% | 2023-08-21 | 2023-08-25 | 2023-08-31 | 4 | 4 |
Worst depth first · lengths in trading days.