$12.01
-1.69 (-12.34%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 103.15% | Sharpe | 0.50 |
| Sortino | 0.82 |
| Beta | −0.07 | Correlation | −0.01 |
| Up capture | 52.80% | Down capture | −50.64% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −74.75% | Ulcer Index | 36.77 |
| MTD | −6.17% | QTD | −21.50% |
| YTD | −35.08% | Window (ann., 3.0y) | 0.31% |
| Skewness | 1.08 | Excess Kurtosis | 6.61 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.19 |
| Gain/Pain | 0.10 | Hit Rate | 44.27% |
| Win/Loss | 1.24 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.74% | -16.01% | -10.48% | -14.91% |
| CVaR (ES) | -12.87% | -20.52% | -13.20% | -17.11% |
| VaR (Cornish-Fisher) | — | — | -7.47% | -16.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.75% | 2026-04-02 | 2026-08-14 | ongoing | 89 | — |
| -55.56% | 2025-01-10 | 2025-04-07 | 2025-07-10 | 59 | 64 |
| -51.50% | 2024-03-11 | 2024-11-07 | 2025-01-10 | 168 | 42 |
| -48.76% | 2025-07-11 | 2025-09-11 | 2026-03-26 | 43 | 135 |
| -37.79% | 2023-08-23 | 2023-11-13 | 2024-01-04 | 57 | 35 |
| -26.57% | 2024-01-10 | 2024-02-09 | 2024-02-15 | 21 | 4 |
| -13.41% | 2024-02-15 | 2024-02-21 | 2024-03-08 | 3 | 12 |
| -5.51% | 2024-01-04 | 2024-01-08 | 2024-01-09 | 2 | 1 |
| -1.20% | 2026-03-30 | 2026-03-31 | 2026-04-01 | 1 | 1 |
Worst depth first · lengths in trading days.