$1.02
-0.03 (-2.86%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 197.70% | Sharpe | 0.11 |
| Sortino | 0.33 |
| Beta | 2.33 | Correlation | 0.31 |
| Up capture | 53.71% | Down capture | 539.05% |
Relative Value shows 2.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −96.63% | Ulcer Index | 70.13 |
| MTD | 88.89% | QTD | 20.00% |
| YTD | −32.45% | Window (ann., 3.0y) | −53.61% |
| Skewness | 18.45 | Excess Kurtosis | 437.30 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.06 |
| Gain/Pain | 0.04 | Hit Rate | 42.11% |
| Win/Loss | 1.36 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.71% | -15.33% | -20.40% | -28.89% |
| CVaR (ES) | -12.50% | -19.03% | -25.61% | -33.11% |
| VaR (Cornish-Fisher) | — | — | 234.47% | 462.60% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.63% | 2023-09-15 | 2026-07-31 | ongoing | 715 | — |
| -14.50% | 2023-09-05 | 2023-09-06 | 2023-09-11 | 1 | 3 |
| -11.76% | 2023-08-21 | 2023-08-25 | 2023-08-30 | 4 | 3 |
| -11.27% | 2023-09-11 | 2023-09-12 | 2023-09-15 | 1 | 3 |
| -5.60% | 2023-08-31 | 2023-09-01 | 2023-09-05 | 1 | 1 |
Worst depth first · lengths in trading days.