$0.60
-0.01 (-1.43%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 146.29% | Sharpe | −0.60 |
| Sortino | −0.98 |
| Beta | 3.26 | Correlation | 0.26 |
| Up capture | −127.07% | Down capture | 97.83% |
Relative Value shows 1.65 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.63% | Ulcer Index | 75.87 |
| MTD | −36.80% | QTD | −94.08% |
| YTD | −63.58% | Window (ann., 3.0y) | −83.46% |
| Skewness | 5.11 | Excess Kurtosis | 84.64 |
| Omega (θ=0) | 0.88 | Tail Ratio | 1.09 |
| Gain/Pain | −0.12 | Hit Rate | 44.52% |
| Win/Loss | 1.05 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.21% | -22.05% | -15.50% | -21.79% |
| CVaR (ES) | -17.66% | -34.28% | -19.36% | -24.91% |
| VaR (Cornish-Fisher) | — | — | 18.12% | -79.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.63% | 2024-02-12 | 2026-08-21 | ongoing | 628 | — |
| -33.73% | 2023-08-28 | 2023-11-09 | 2023-12-19 | 52 | 27 |
| -8.72% | 2023-12-28 | 2024-01-03 | 2024-01-22 | 3 | 12 |
| -8.64% | 2024-01-29 | 2024-02-05 | 2024-02-06 | 5 | 1 |
| -5.74% | 2023-08-21 | 2023-08-24 | 2023-08-28 | 3 | 2 |
| -4.49% | 2024-01-22 | 2024-01-25 | 2024-01-29 | 3 | 2 |
| -3.73% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -3.54% | 2024-02-06 | 2024-02-07 | 2024-02-08 | 1 | 1 |
| -1.01% | 2023-12-22 | 2023-12-26 | 2023-12-27 | 1 | 1 |
Worst depth first · lengths in trading days.