$4.00
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 129.76% | Sharpe | 0.63 |
| Sortino | 1.00 |
| Beta | −0.27 | Correlation | −0.04 |
| Up capture | 116.86% | Down capture | −28.22% |
Relative Value shows 0.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −81.32% | Ulcer Index | 51.50 |
| MTD | 40.85% | QTD | 43.88% |
| YTD | 90.48% | Window (ann., 3.0y) | −0.50% |
| Skewness | 0.77 | Excess Kurtosis | 6.48 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.21 |
| Gain/Pain | 0.15 | Hit Rate | 33.56% |
| Win/Loss | 1.15 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.78% | -20.76% | -13.12% | -18.69% |
| CVaR (ES) | -17.97% | -27.91% | -16.53% | -21.46% |
| VaR (Cornish-Fisher) | — | — | -10.17% | -24.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.32% | 2024-01-25 | 2024-11-21 | ongoing | 209 | — |
| -39.75% | 2023-10-06 | 2023-12-13 | 2024-01-17 | 47 | 22 |
| -38.42% | 2023-08-21 | 2023-09-20 | 2023-10-06 | 21 | 12 |
Worst depth first · lengths in trading days.