$0.60
-0.22 (-26.96%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 104.79% | Sharpe | −0.13 |
| Sortino | −0.20 |
| Beta | 1.16 | Correlation | 0.14 |
| Up capture | 13.66% | Down capture | 284.21% |
Relative Value shows 1.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −92.31% | Ulcer Index | 60.16 |
| MTD | 14.27% | QTD | −30.72% |
| YTD | −52.84% | Window (ann., 3.0y) | −49.12% |
| Skewness | 0.83 | Excess Kurtosis | 8.35 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.27 |
| Gain/Pain | −0.02 | Hit Rate | 44.47% |
| Win/Loss | 1.14 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.45% | -17.91% | -10.91% | -15.41% |
| CVaR (ES) | -14.16% | -23.34% | -13.67% | -17.65% |
| VaR (Cornish-Fisher) | — | — | -8.16% | -22.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.31% | 2025-10-22 | 2026-07-29 | ongoing | 189 | — |
| -78.43% | 2024-01-04 | 2025-03-04 | 2025-10-09 | 290 | 152 |
| -38.18% | 2023-09-21 | 2023-12-12 | 2024-01-02 | 57 | 13 |
| -19.00% | 2025-10-15 | 2025-10-16 | 2025-10-22 | 1 | 4 |
| -17.53% | 2023-08-30 | 2023-09-13 | 2023-09-21 | 9 | 6 |
| -5.51% | 2023-08-21 | 2023-08-25 | 2023-08-30 | 4 | 3 |
| -1.52% | 2025-10-09 | 2025-10-10 | 2025-10-14 | 1 | 2 |
Worst depth first · lengths in trading days.