$2.68
+0.05 (+1.90%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 66.99% | Sharpe | −0.42 |
| Sortino | −0.65 |
| Beta | 1.08 | Correlation | 0.22 |
| Up capture | −16.92% | Down capture | 223.81% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.16% | Ulcer Index | 45.92 |
| MTD | −35.89% | QTD | −13.55% |
| YTD | −42.49% | Window (ann., 3.0y) | −39.15% |
| Skewness | 2.01 | Excess Kurtosis | 23.21 |
| Omega (θ=0) | 0.92 | Tail Ratio | 1.04 |
| Gain/Pain | −0.08 | Hit Rate | 46.47% |
| Win/Loss | 1.01 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.48% | -9.97% | -7.05% | -9.93% |
| CVaR (ES) | -8.65% | -14.95% | -8.82% | -11.36% |
| VaR (Cornish-Fisher) | — | — | -2.34% | -20.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.16% | 2025-07-23 | 2026-08-18 | ongoing | 267 | — |
| -50.00% | 2023-09-19 | 2024-10-03 | 2025-05-22 | 262 | 158 |
| -17.17% | 2025-05-22 | 2025-05-30 | 2025-06-18 | 5 | 13 |
| -6.73% | 2023-08-21 | 2023-08-30 | 2023-09-06 | 7 | 4 |
| -4.33% | 2023-09-06 | 2023-09-12 | 2023-09-14 | 4 | 2 |
| -2.99% | 2025-07-17 | 2025-07-22 | 2025-07-23 | 3 | 1 |
| -2.72% | 2025-07-07 | 2025-07-11 | 2025-07-16 | 4 | 3 |
| -2.30% | 2025-06-27 | 2025-07-01 | 2025-07-02 | 2 | 1 |
| -2.22% | 2025-06-18 | 2025-06-23 | 2025-06-25 | 2 | 2 |
| -1.60% | 2023-09-14 | 2023-09-15 | 2023-09-18 | 1 | 1 |
Worst depth first · lengths in trading days.