$3.81
+0.35 (+10.12%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 114.48% | Sharpe | 0.62 |
| Sortino | 0.98 |
| Beta | 2.10 | Correlation | 0.24 |
| Up capture | 353.42% | Down capture | 385.58% |
Relative Value shows 2.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −83.64% | Ulcer Index | 50.69 |
| MTD | 12.72% | QTD | −35.20% |
| YTD | −66.75% | Window (ann., 3.0y) | 6.21% |
| Skewness | 0.41 | Excess Kurtosis | 3.83 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.42 |
| Gain/Pain | 0.12 | Hit Rate | 45.47% |
| Win/Loss | 1.31 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.13% | -15.49% | -11.58% | -16.49% |
| CVaR (ES) | -14.12% | -24.70% | -14.59% | -18.94% |
| VaR (Cornish-Fisher) | — | — | -10.17% | -20.36% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.64% | 2025-11-10 | 2026-07-29 | ongoing | 175 | — |
| -83.25% | 2023-09-01 | 2024-05-08 | 2024-12-16 | 171 | 153 |
| -46.69% | 2025-01-23 | 2025-04-08 | 2025-05-07 | 52 | 20 |
| -46.55% | 2025-05-15 | 2025-06-04 | 2025-08-27 | 13 | 58 |
| -22.87% | 2025-10-15 | 2025-11-04 | 2025-11-10 | 14 | 4 |
| -18.87% | 2025-01-03 | 2025-01-14 | 2025-01-16 | 6 | 2 |
| -11.68% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
| -10.04% | 2025-05-07 | 2025-05-08 | 2025-05-13 | 1 | 3 |
| -9.84% | 2025-09-03 | 2025-09-08 | 2025-09-12 | 3 | 4 |
| -6.82% | 2025-01-16 | 2025-01-21 | 2025-01-23 | 2 | 2 |
Worst depth first · lengths in trading days.