$0.63
+0.02 (+2.44%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 86.90% | Sharpe | −0.27 |
| Sortino | −0.44 |
| Beta | 4.35 | Correlation | 0.56 |
| Up capture | 147.09% | Down capture | 661.81% |
Relative Value shows 2.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −87.66% | Ulcer Index | 63.31 |
| MTD | −15.89% | QTD | −19.02% |
| YTD | −55.32% | Window (ann., 3.0y) | −44.94% |
| Skewness | 1.48 | Excess Kurtosis | 8.94 |
| Omega (θ=0) | 0.95 | Tail Ratio | 1.15 |
| Gain/Pain | −0.05 | Hit Rate | 41.54% |
| Win/Loss | 1.21 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.33% | -12.10% | -9.10% | -12.83% |
| CVaR (ES) | -10.46% | -15.67% | -11.39% | -14.68% |
| VaR (Cornish-Fisher) | — | — | -5.58% | -13.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.66% | 2023-08-23 | 2025-04-10 | ongoing | 409 | — |
| -1.33% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.