$0.58
+0.02 (+3.83%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 82.48% | Sharpe | −0.33 |
| Sortino | −0.47 |
| Beta | 0.50 | Correlation | 0.10 |
| Up capture | −49.62% | Down capture | 246.13% |
Relative Value shows 1.05 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −87.39% | Ulcer Index | 50.04 |
| MTD | −17.55% | QTD | −32.27% |
| YTD | −60.62% | Window (ann., 3.0y) | −45.31% |
| Skewness | 0.47 | Excess Kurtosis | 7.08 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.04 |
| Gain/Pain | −0.06 | Hit Rate | 45.20% |
| Win/Loss | 1.03 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.71% | -13.22% | -8.65% | -12.19% |
| CVaR (ES) | -11.15% | -18.65% | -10.82% | -13.95% |
| VaR (Cornish-Fisher) | — | — | -7.19% | -18.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.39% | 2023-09-18 | 2026-08-18 | ongoing | 728 | — |
| -8.13% | 2023-08-24 | 2023-09-01 | 2023-09-12 | 6 | 6 |
| -2.00% | 2023-09-12 | 2023-09-13 | 2023-09-14 | 1 | 1 |
| -0.56% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.