$14.02
-0.88 (-5.94%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 111.94% | Sharpe | 0.28 |
| Sortino | 0.49 |
| Beta | 0.42 | Correlation | 0.03 |
| Up capture | 286.50% | Down capture | 407.89% |
Relative Value shows 0.37 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −92.06% | Ulcer Index | 63.37 |
| MTD | −13.79% | QTD | 69.94% |
| YTD | 168.58% | Window (ann., 3.0y) | −22.67% |
| Skewness | 2.75 | Excess Kurtosis | 24.24 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.23 |
| Gain/Pain | 0.06 | Hit Rate | 43.98% |
| Win/Loss | 1.22 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.44% | -15.59% | -11.48% | -16.28% |
| CVaR (ES) | -12.82% | -17.17% | -14.42% | -18.67% |
| VaR (Cornish-Fisher) | — | — | -1.51% | -21.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.06% | 2023-11-30 | 2025-07-30 | ongoing | 415 | — |
| -33.19% | 2023-10-04 | 2023-11-15 | 2023-11-27 | 30 | 7 |
| -8.33% | 2023-09-05 | 2023-09-18 | 2023-10-04 | 9 | 12 |
| -3.27% | 2023-08-30 | 2023-08-31 | 2023-09-05 | 1 | 2 |
| -1.91% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
| -0.96% | 2023-08-24 | 2023-08-25 | 2023-08-29 | 1 | 2 |
Worst depth first · lengths in trading days.