$3.19
+0.19 (+6.33%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 113.81% | Sharpe | 0.74 |
| Sortino | 1.16 |
| Beta | 1.15 | Correlation | 0.13 |
| Up capture | 266.48% | Down capture | −28.89% |
Relative Value shows 1.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −80.92% | Ulcer Index | 36.34 |
| MTD | 53.37% | QTD | −36.71% |
| YTD | −3.92% | Window (ann., 3.0y) | 18.79% |
| Skewness | 0.11 | Excess Kurtosis | 9.67 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.41 |
| Gain/Pain | 0.15 | Hit Rate | 44.34% |
| Win/Loss | 1.28 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.81% | -13.64% | -11.46% | -16.34% |
| CVaR (ES) | -13.75% | -24.79% | -14.45% | -18.77% |
| VaR (Cornish-Fisher) | — | — | -9.82% | -31.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.92% | 2024-04-03 | 2024-10-31 | 2025-05-01 | 147 | 123 |
| -71.26% | 2026-01-26 | 2026-07-24 | ongoing | 121 | — |
| -53.80% | 2023-08-30 | 2024-01-31 | 2024-04-02 | 105 | 43 |
| -44.65% | 2025-07-07 | 2025-07-30 | 2025-09-08 | 17 | 27 |
| -43.27% | 2025-10-16 | 2025-11-04 | 2026-01-14 | 13 | 48 |
| -22.60% | 2025-05-01 | 2025-05-13 | 2025-05-15 | 8 | 2 |
| -21.48% | 2026-01-20 | 2026-01-21 | 2026-01-23 | 1 | 2 |
| -18.46% | 2025-05-15 | 2025-05-30 | 2025-07-01 | 10 | 21 |
| -15.29% | 2025-09-08 | 2025-09-17 | 2025-09-26 | 7 | 7 |
| -6.98% | 2025-09-26 | 2025-10-07 | 2025-10-14 | 7 | 5 |
Worst depth first · lengths in trading days.