$2.80
+0.29 (+11.55%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 117.18% | Sharpe | −0.36 |
| Sortino | −0.55 |
| Beta | 0.02 | Correlation | 0.00 |
| Up capture | −166.83% | Down capture | 246.32% |
Relative Value shows 2.07 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −98.04% | Ulcer Index | 91.35 |
| MTD | 28.44% | QTD | 11.55% |
| YTD | −9.39% | Window (ann., 3.0y) | −65.99% |
Price only — no dividends, so this understates total return.
| Skewness | 1.31 | Excess Kurtosis | 13.10 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.26 |
| Gain/Pain | −0.07 | Hit Rate | 43.58% |
| Win/Loss | 1.16 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.72% | -19.23% | -12.31% | -17.34% |
| CVaR (ES) | -15.90% | -27.44% | -15.39% | -19.84% |
| VaR (Cornish-Fisher) | — | — | -7.36% | -28.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.04% | 2023-09-15 | 2026-05-29 | ongoing | 675 | — |
| -8.45% | 2023-08-21 | 2023-08-23 | 2023-08-28 | 2 | 3 |
| -2.78% | 2023-08-30 | 2023-08-31 | 2023-09-05 | 1 | 2 |
| -2.53% | 2023-09-07 | 2023-09-08 | 2023-09-12 | 1 | 2 |
| -1.20% | 2023-09-13 | 2023-09-14 | 2023-09-15 | 1 | 1 |
| -0.01% | 2023-08-28 | 2023-08-29 | 2023-08-30 | 1 | 1 |
Worst depth first · lengths in trading days.