$1.20
+0.07 (+6.19%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 159.48% | Sharpe | 0.14 |
| Sortino | 0.32 |
| Beta | 2.29 | Correlation | 0.25 |
| Up capture | 57.70% | Down capture | 396.85% |
Relative Value shows 2.46 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −94.59% | Ulcer Index | 61.62 |
| MTD | −33.70% | QTD | 7.14% |
| YTD | −72.85% | Window (ann., 3.0y) | −51.72% |
| Skewness | 6.88 | Excess Kurtosis | 85.59 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.94 |
| Gain/Pain | 0.04 | Hit Rate | 45.05% |
| Win/Loss | 1.21 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.15% | -14.70% | -16.44% | -23.28% |
| CVaR (ES) | -13.56% | -20.44% | -20.63% | -26.69% |
| VaR (Cornish-Fisher) | — | — | 29.51% | 5.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.59% | 2023-08-30 | 2026-07-15 | ongoing | 714 | — |
| -3.36% | 2023-08-22 | 2023-08-23 | 2023-08-29 | 1 | 4 |
Worst depth first · lengths in trading days.