$1.83
-0.01 (-0.54%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 66.92% | Sharpe | −0.15 |
| Sortino | −0.23 |
| Beta | −1.09 | Correlation | −0.13 |
| Up capture | −9.35% | Down capture | −87.14% |
Relative Value shows 0.58 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.73% | Ulcer Index | 48.31 |
| MTD | 22.00% | QTD | 29.79% |
| YTD | −14.88% | Window (ann., 3.0y) | −26.94% |
| Skewness | 1.01 | Excess Kurtosis | 5.65 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.10 |
| Gain/Pain | −0.03 | Hit Rate | 41.60% |
| Win/Loss | 1.23 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.08% | -9.46% | -6.97% | -9.85% |
| CVaR (ES) | -8.39% | -12.33% | -8.73% | -11.27% |
| VaR (Cornish-Fisher) | — | — | -5.19% | -10.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.73% | 2024-01-24 | 2026-06-30 | ongoing | 606 | — |
| -23.69% | 2023-08-29 | 2023-10-12 | 2023-11-14 | 31 | 23 |
| -10.00% | 2023-11-14 | 2023-11-22 | 2023-12-11 | 6 | 12 |
| -6.55% | 2023-12-26 | 2024-01-18 | 2024-01-23 | 15 | 3 |
| -3.66% | 2023-12-15 | 2023-12-18 | 2023-12-26 | 1 | 5 |
| -2.05% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.