$3.03
-0.10 (-3.19%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2021-09-30 — the price history has a 772-day gap before it.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 90.78% | Sharpe | 0.38 |
| Sortino | 0.60 |
| Beta | 3.81 | Correlation | 0.54 |
| Up capture | 274.85% | Down capture | 520.71% |
Relative Value shows 12.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −77.10% | Ulcer Index | 49.77 |
| MTD | 7.07% | QTD | −16.76% |
| YTD | 17.44% | Window (ann., 3.0y) | −5.32% |
| Skewness | 0.60 | Excess Kurtosis | 1.67 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.20 |
| Gain/Pain | 0.07 | Hit Rate | 45.33% |
| Win/Loss | 1.20 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.43% | -11.72% | -9.27% | -13.16% |
| CVaR (ES) | -10.90% | -14.38% | -11.66% | -15.10% |
| VaR (Cornish-Fisher) | — | — | -8.06% | -12.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.10% | 2023-12-27 | 2025-04-08 | 2025-10-07 | 320 | 125 |
| -74.86% | 2025-10-09 | 2026-03-30 | ongoing | 117 | — |
| -28.21% | 2023-08-29 | 2023-11-13 | 2023-12-05 | 53 | 15 |
| -20.48% | 2023-12-08 | 2023-12-11 | 2023-12-21 | 1 | 8 |
| -8.99% | 2023-08-23 | 2023-08-28 | 2023-08-29 | 3 | 1 |
| -3.27% | 2023-12-05 | 2023-12-06 | 2023-12-08 | 1 | 2 |
| -2.52% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.