$5.70
-0.09 (-1.55%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 91.29% | Sharpe | 0.10 |
| Sortino | 0.15 |
| Beta | 0.93 | Correlation | 0.16 |
| Up capture | 44.91% | Down capture | 142.65% |
Relative Value shows 1.55 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.57% | Ulcer Index | 52.02 |
| MTD | −10.66% | QTD | −13.77% |
| YTD | −11.76% | Window (ann., 3.0y) | −27.05% |
| Skewness | 1.13 | Excess Kurtosis | 11.12 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.19 |
| Gain/Pain | 0.02 | Hit Rate | 45.59% |
| Win/Loss | 1.18 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.59% | -13.45% | -9.42% | -13.34% |
| CVaR (ES) | -11.85% | -19.78% | -11.83% | -15.29% |
| VaR (Cornish-Fisher) | — | — | -6.15% | -20.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.57% | 2024-07-29 | 2024-12-24 | 2025-09-08 | 104 | 174 |
| -75.35% | 2025-09-09 | 2026-08-21 | ongoing | 234 | — |
| -52.61% | 2024-03-13 | 2024-04-18 | 2024-05-15 | 25 | 19 |
| -41.85% | 2023-08-21 | 2023-12-21 | 2024-03-08 | 86 | 52 |
| -24.08% | 2024-05-20 | 2024-06-04 | 2024-07-29 | 10 | 37 |
| -7.72% | 2024-05-15 | 2024-05-16 | 2024-05-20 | 1 | 2 |
Worst depth first · lengths in trading days.