$5.32
-0.08 (-1.48%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 138.03% | Sharpe | 0.29 |
| Sortino | 0.57 |
| Beta | 2.14 | Correlation | 0.16 |
| Up capture | 224.71% | Down capture | 85.79% |
Relative Value shows 1.56 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −86.10% | Ulcer Index | 58.79 |
| MTD | −56.57% | QTD | −62.80% |
| YTD | −70.88% | Window (ann., 3.0y) | −29.79% |
| Skewness | 10.68 | Excess Kurtosis | 235.28 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.14 |
| Gain/Pain | 0.08 | Hit Rate | 47.66% |
| Win/Loss | 1.18 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.22% | -13.04% | -14.14% | -20.07% |
| CVaR (ES) | -12.47% | -25.51% | -17.78% | -23.02% |
| VaR (Cornish-Fisher) | — | — | 72.19% | -56.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.10% | 2024-02-12 | 2025-04-08 | ongoing | 289 | — |
| -62.83% | 2023-08-21 | 2023-10-30 | 2023-12-04 | 49 | 24 |
| -17.41% | 2023-12-27 | 2024-01-04 | 2024-01-23 | 5 | 12 |
| -10.53% | 2023-12-07 | 2023-12-18 | 2023-12-22 | 7 | 4 |
| -3.89% | 2024-01-23 | 2024-01-24 | 2024-01-26 | 1 | 2 |
| -3.27% | 2023-12-04 | 2023-12-05 | 2023-12-06 | 1 | 1 |
| -3.26% | 2024-01-29 | 2024-01-30 | 2024-01-31 | 1 | 1 |
| -3.17% | 2024-02-02 | 2024-02-05 | 2024-02-06 | 1 | 1 |
| -1.94% | 2024-02-07 | 2024-02-09 | 2024-02-12 | 2 | 1 |
Worst depth first · lengths in trading days.