$1.87
+0.03 (+1.63%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 115.15% | Sharpe | 0.72 |
| Sortino | 1.16 |
| Beta | 6.73 | Correlation | 0.83 |
| Up capture | 430.91% | Down capture | 814.88% |
Relative Value shows 5.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.31% | Ulcer Index | 46.45 |
| MTD | 8.72% | QTD | −5.08% |
| YTD | 27.21% | Window return | 19.11% |
| Skewness | 0.63 | Excess Kurtosis | 2.16 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.54 |
| Gain/Pain | 0.13 | Hit Rate | 43.72% |
| Win/Loss | 1.28 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.05% | -15.04% | -11.60% | -16.55% |
| CVaR (ES) | -13.61% | -21.02% | -14.64% | -19.01% |
| VaR (Cornish-Fisher) | — | — | -9.93% | -15.74% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.31% | 2025-10-14 | 2025-11-20 | ongoing | 27 | — |
| -16.08% | 2025-10-09 | 2025-10-10 | 2025-10-13 | 1 | 1 |
| -13.51% | 2025-08-28 | 2025-09-05 | 2025-09-18 | 5 | 9 |
| -8.40% | 2025-09-24 | 2025-09-25 | 2025-09-26 | 1 | 1 |
| -5.58% | 2025-09-29 | 2025-09-30 | 2025-10-02 | 1 | 2 |
| -5.40% | 2025-10-02 | 2025-10-03 | 2025-10-06 | 1 | 1 |
| -3.13% | 2025-09-22 | 2025-09-23 | 2025-09-24 | 1 | 1 |
| -3.01% | 2025-08-22 | 2025-08-25 | 2025-08-26 | 1 | 1 |
| -2.36% | 2025-10-06 | 2025-10-07 | 2025-10-08 | 1 | 1 |
| -1.08% | 2025-08-26 | 2025-08-27 | 2025-08-28 | 1 | 1 |
Worst depth first · lengths in trading days.