$10.23
-0.36 (-3.40%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 165.70% | Sharpe | 0.26 |
| Sortino | 0.79 |
| Beta | 2.46 | Correlation | 0.22 |
| Up capture | 215.55% | Down capture | 415.94% |
Relative Value shows 2.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −87.70% | Ulcer Index | 53.38 |
| MTD | 15.59% | QTD | 11.20% |
| YTD | −66.31% | Window (ann., 3.0y) | −25.71% |
| Skewness | 18.63 | Excess Kurtosis | 445.90 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.10 |
| Gain/Pain | 0.09 | Hit Rate | 44.27% |
| Win/Loss | 1.28 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.21% | -13.43% | -17.00% | -24.11% |
| CVaR (ES) | -10.57% | -17.53% | -21.36% | -27.65% |
| VaR (Cornish-Fisher) | — | — | 200.25% | 394.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.70% | 2025-01-07 | 2026-06-25 | ongoing | 363 | — |
| -68.54% | 2023-12-14 | 2024-06-20 | 2025-01-06 | 128 | 137 |
| -26.47% | 2023-09-07 | 2023-10-27 | 2023-11-17 | 36 | 15 |
| -9.57% | 2023-12-04 | 2023-12-11 | 2023-12-14 | 5 | 3 |
| -7.98% | 2023-11-20 | 2023-11-22 | 2023-12-01 | 2 | 6 |
| -7.56% | 2023-09-05 | 2023-09-06 | 2023-09-07 | 1 | 1 |
| -1.68% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.97% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.95% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.