$1.27
+0.01 (+0.79%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 169.91% | Sharpe | 0.27 |
| Sortino | 0.59 |
| Beta | 2.45 | Correlation | 0.15 |
| Up capture | 257.04% | Down capture | 224.55% |
Relative Value shows 2.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −94.00% | Ulcer Index | 77.64 |
| MTD | 11.40% | QTD | −11.81% |
| YTD | −30.98% | Window (ann., 3.0y) | −46.75% |
| Skewness | 6.69 | Excess Kurtosis | 83.17 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.16 |
| Gain/Pain | 0.07 | Hit Rate | 43.47% |
| Win/Loss | 1.28 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.86% | -18.15% | -17.42% | -24.72% |
| CVaR (ES) | -15.40% | -25.27% | -21.90% | -28.35% |
| VaR (Cornish-Fisher) | — | — | 29.88% | -0.05% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.00% | 2023-08-22 | 2025-04-04 | ongoing | 406 | — |
Worst depth first · lengths in trading days.