$0.18
+0.03 (+19.60%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 214.13% | Sharpe | 0.77 |
| Sortino | 1.36 |
| Beta | −0.70 | Correlation | −0.10 |
| Up capture | −26.91% | Down capture | −0.03% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −94.39% | Ulcer Index | 69.39 |
| MTD | 9.09% | QTD | −5.26% |
| YTD | 20.00% | Window (ann., 3.0y) | −35.49% |
Price only — no dividends, so this understates total return.
| Skewness | 2.32 | Excess Kurtosis | 19.26 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.15 |
| Gain/Pain | 0.19 | Hit Rate | 34.31% |
| Win/Loss | 1.24 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -17.15% | -27.68% | -21.53% | -30.72% |
| CVaR (ES) | -26.07% | -40.33% | -27.17% | -35.29% |
| VaR (Cornish-Fisher) | — | — | -6.04% | -41.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.39% | 2023-10-02 | 2025-06-04 | ongoing | 419 | — |
| -16.87% | 2023-08-28 | 2023-08-29 | 2023-08-31 | 1 | 2 |
| -8.14% | 2023-08-31 | 2023-09-05 | 2023-09-08 | 2 | 3 |
| -3.23% | 2023-09-15 | 2023-09-18 | 2023-09-21 | 1 | 3 |
| -3.23% | 2023-09-21 | 2023-09-22 | 2023-09-25 | 1 | 1 |
| -3.09% | 2023-09-28 | 2023-09-29 | 2023-10-02 | 1 | 1 |
| -2.06% | 2023-09-25 | 2023-09-26 | 2023-09-28 | 1 | 2 |
| -1.41% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -1.11% | 2023-09-12 | 2023-09-13 | 2023-09-15 | 1 | 2 |
Worst depth first · lengths in trading days.