$0.76
-0.01 (-0.72%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 76.85% | Sharpe | 0.14 |
| Sortino | 0.20 |
| Beta | −0.42 | Correlation | −0.08 |
| Up capture | −30.13% | Down capture | −33.81% |
Relative Value shows 0.61 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −78.58% | Ulcer Index | 54.78 |
| MTD | −7.79% | QTD | −33.97% |
| YTD | −33.68% | Window (ann., 3.0y) | −17.38% |
| Skewness | 0.38 | Excess Kurtosis | 12.28 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.10 |
| Gain/Pain | 0.03 | Hit Rate | 42.40% |
| Win/Loss | 1.14 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.08% | -9.95% | -7.92% | -11.22% |
| CVaR (ES) | -10.28% | -20.39% | -9.94% | -12.86% |
| VaR (Cornish-Fisher) | — | — | -6.18% | -23.49% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -78.58% | 2024-04-08 | 2026-08-21 | ongoing | 592 | — |
| -42.07% | 2023-10-31 | 2023-11-14 | 2024-04-08 | 10 | 98 |
| -9.68% | 2023-10-09 | 2023-10-12 | 2023-10-20 | 3 | 6 |
| -8.64% | 2023-09-22 | 2023-09-25 | 2023-09-29 | 1 | 4 |
| -8.21% | 2023-09-05 | 2023-09-12 | 2023-09-15 | 5 | 3 |
| -8.20% | 2023-10-20 | 2023-10-26 | 2023-10-30 | 4 | 2 |
| -5.52% | 2023-08-24 | 2023-08-28 | 2023-08-29 | 2 | 1 |
| -0.93% | 2023-09-18 | 2023-09-20 | 2023-09-21 | 2 | 1 |
Worst depth first · lengths in trading days.