$1.51
+0.05 (+3.42%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 83.11% | Sharpe | −0.02 |
| Sortino | −0.03 |
| Beta | 3.43 | Correlation | 0.45 |
| Up capture | 159.98% | Down capture | 384.87% |
Relative Value shows 2.84 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.12% | Ulcer Index | 54.43 |
| MTD | −4.43% | QTD | −20.94% |
| YTD | −48.11% | Window (ann., 3.0y) | −28.68% |
| Skewness | 2.60 | Excess Kurtosis | 26.32 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.14 |
| Gain/Pain | −0.00 | Hit Rate | 43.73% |
| Win/Loss | 1.20 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.14% | -9.60% | -8.62% | -12.19% |
| CVaR (ES) | -8.97% | -12.26% | -10.81% | -13.96% |
| VaR (Cornish-Fisher) | — | — | -1.31% | -21.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.12% | 2024-10-24 | 2026-07-24 | ongoing | 433 | — |
| -58.89% | 2023-09-05 | 2024-04-25 | 2024-08-23 | 161 | 83 |
| -18.30% | 2024-09-17 | 2024-10-01 | 2024-10-03 | 10 | 2 |
| -14.79% | 2024-08-30 | 2024-09-09 | 2024-09-17 | 5 | 6 |
| -9.62% | 2023-08-21 | 2023-08-24 | 2023-09-05 | 3 | 7 |
| -7.36% | 2024-10-04 | 2024-10-08 | 2024-10-11 | 2 | 3 |
| -5.21% | 2024-10-16 | 2024-10-23 | 2024-10-24 | 5 | 1 |
| -5.05% | 2024-08-26 | 2024-08-28 | 2024-08-29 | 2 | 1 |
Worst depth first · lengths in trading days.