$2.83
+0.09 (+3.28%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 100.04% | Sharpe | −0.52 |
| Sortino | −0.75 |
| Beta | 1.16 | Correlation | 0.13 |
| Up capture | −23.20% | Down capture | 406.09% |
Relative Value shows 1.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −97.76% | Ulcer Index | 78.26 |
| MTD | 59.89% | QTD | 48.95% |
| YTD | −26.87% | Window (ann., 3.0y) | −64.01% |
| Skewness | 0.34 | Excess Kurtosis | 8.93 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.05 |
| Gain/Pain | −0.09 | Hit Rate | 44.93% |
| Win/Loss | 1.05 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.39% | -13.56% | -10.57% | -14.87% |
| CVaR (ES) | -13.03% | -22.70% | -13.21% | -17.00% |
| VaR (Cornish-Fisher) | — | — | -8.81% | -26.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -97.76% | 2023-09-20 | 2026-07-22 | ongoing | 707 | — |
| -9.26% | 2023-08-23 | 2023-08-28 | 2023-09-05 | 3 | 5 |
| -7.48% | 2023-09-05 | 2023-09-06 | 2023-09-14 | 1 | 6 |
| -2.92% | 2023-09-15 | 2023-09-18 | 2023-09-19 | 1 | 1 |
| -0.99% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.