$1.31
-0.01 (-0.76%)
USD · as of 2026-08-21 · marketstack
From 246 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 173.29% | Sharpe | −0.02 |
| Sortino | −0.05 |
| Beta | 1.02 | Correlation | 0.17 |
| Up capture | −125.46% | Down capture | 600.71% |
Relative Value shows 1.34 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.51% | Ulcer Index | 56.93 |
| MTD | 12.93% | QTD | −34.50% |
| YTD | −68.13% | Window return | −67.17% |
| Skewness | 7.08 | Excess Kurtosis | 81.49 |
| Omega (θ=0) | 0.99 | Tail Ratio | 0.85 |
| Gain/Pain | −0.01 | Hit Rate | 41.87% |
| Win/Loss | 1.27 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.00% | -15.80% | -17.97% | -25.41% |
| CVaR (ES) | -14.52% | -21.94% | -22.53% | -29.11% |
| VaR (Cornish-Fisher) | — | — | 32.24% | 29.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.51% | 2026-01-08 | 2026-07-28 | ongoing | 131 | — |
| -44.10% | 2025-09-17 | 2025-11-20 | 2026-01-08 | 46 | 32 |
| -10.89% | 2025-08-26 | 2025-08-28 | 2025-09-15 | 2 | 11 |
| -9.02% | 2025-08-20 | 2025-08-22 | 2025-08-25 | 2 | 1 |
Worst depth first · lengths in trading days.