$2.08
+0.34 (+19.54%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 72.01% | Sharpe | −0.58 |
| Sortino | −0.86 |
| Beta | 0.85 | Correlation | 0.20 |
| Up capture | −42.60% | Down capture | 422.85% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −91.06% | Ulcer Index | 67.44 |
| MTD | 2.46% | QTD | 5.58% |
| YTD | −1.42% | Window (ann., 3.0y) | −48.71% |
| Skewness | 0.64 | Excess Kurtosis | 4.14 |
| Omega (θ=0) | 0.90 | Tail Ratio | 1.13 |
| Gain/Pain | −0.10 | Hit Rate | 44.52% |
| Win/Loss | 1.07 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.80% | -11.75% | -7.63% | -10.72% |
| CVaR (ES) | -9.75% | -15.55% | -9.52% | -12.26% |
| VaR (Cornish-Fisher) | — | — | -6.38% | -12.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.06% | 2023-09-01 | 2026-04-10 | ongoing | 650 | — |
| -7.10% | 2023-08-21 | 2023-08-25 | 2023-08-28 | 4 | 1 |
| -2.49% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
Worst depth first · lengths in trading days.