$2.87
+0.10 (+3.61%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 91.99% | Sharpe | 0.14 |
| Sortino | 0.22 |
| Beta | 1.38 | Correlation | 0.23 |
| Up capture | 117.22% | Down capture | 227.39% |
Relative Value shows 1.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −80.65% | Ulcer Index | 65.47 |
| MTD | −8.31% | QTD | −6.21% |
| YTD | −21.58% | Window (ann., 3.0y) | −24.89% |
| Skewness | 0.70 | Excess Kurtosis | 11.48 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.22 |
| Gain/Pain | 0.03 | Hit Rate | 45.07% |
| Win/Loss | 1.16 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.47% | -14.27% | -9.48% | -13.43% |
| CVaR (ES) | -12.31% | -22.41% | -11.90% | -15.39% |
| VaR (Cornish-Fisher) | — | — | -6.93% | -24.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.65% | 2023-08-21 | 2023-11-10 | ongoing | 58 | — |
Worst depth first · lengths in trading days.