$2.04
+0.05 (+2.51%)
USD · as of 2026-08-21 · marketstack
From 248 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 101.33% | Sharpe | 0.99 |
| Sortino | 1.81 |
| Beta | 5.35 | Correlation | 0.46 |
| Up capture | 480.72% | Down capture | 196.23% |
Relative Value shows 4.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −53.35% | Ulcer Index | 27.92 |
| MTD | 9.68% | QTD | −31.31% |
| YTD | 70.00% | Window return | 67.21% |
| Skewness | 1.90 | Excess Kurtosis | 8.99 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.14 |
| Gain/Pain | 0.21 | Hit Rate | 44.76% |
| Win/Loss | 1.29 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.94% | -12.00% | -10.10% | -14.45% |
| CVaR (ES) | -10.75% | -15.07% | -12.77% | -16.62% |
| VaR (Cornish-Fisher) | — | — | -5.07% | -10.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.35% | 2026-05-28 | 2026-07-29 | ongoing | 40 | — |
| -43.75% | 2025-09-22 | 2026-01-26 | 2026-05-15 | 86 | 75 |
| -6.09% | 2026-05-21 | 2026-05-27 | 2026-05-28 | 3 | 1 |
| -5.93% | 2025-08-28 | 2025-09-04 | 2025-09-09 | 4 | 3 |
| -4.12% | 2025-09-18 | 2025-09-19 | 2025-09-22 | 1 | 1 |
| -2.46% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
| -2.14% | 2026-05-19 | 2026-05-20 | 2026-05-21 | 1 | 1 |
| -1.31% | 2025-09-11 | 2025-09-12 | 2025-09-16 | 1 | 2 |
Worst depth first · lengths in trading days.