$1.33
-0.01 (-0.75%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.68% | Sharpe | 0.26 |
| Sortino | 0.40 |
| Beta | 1.08 | Correlation | 0.20 |
| Up capture | 56.50% | Down capture | 96.42% |
Relative Value shows 0.85 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −86.74% | Ulcer Index | 46.17 |
| MTD | −8.90% | QTD | −32.49% |
| YTD | −55.72% | Window (ann., 3.0y) | −5.87% |
| Skewness | 0.81 | Excess Kurtosis | 7.25 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.15 |
| Gain/Pain | 0.05 | Hit Rate | 44.67% |
| Win/Loss | 1.17 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.75% | -10.80% | -7.15% | -10.14% |
| CVaR (ES) | -9.27% | -15.46% | -8.98% | -11.63% |
| VaR (Cornish-Fisher) | — | — | -5.44% | -13.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.74% | 2025-03-27 | 2026-08-21 | ongoing | 349 | — |
| -35.53% | 2023-09-01 | 2024-04-17 | 2024-09-27 | 156 | 113 |
| -22.76% | 2024-10-07 | 2024-10-17 | 2024-11-07 | 8 | 15 |
| -20.20% | 2024-11-07 | 2024-11-13 | 2024-11-26 | 4 | 9 |
| -15.49% | 2025-02-21 | 2025-02-24 | 2025-03-05 | 1 | 7 |
| -12.84% | 2025-03-05 | 2025-03-10 | 2025-03-14 | 3 | 4 |
| -10.60% | 2024-12-26 | 2025-01-10 | 2025-01-15 | 9 | 3 |
| -8.84% | 2023-08-22 | 2023-08-25 | 2023-08-29 | 3 | 2 |
| -7.21% | 2025-01-30 | 2025-02-03 | 2025-02-13 | 2 | 8 |
| -5.75% | 2024-12-17 | 2024-12-18 | 2024-12-26 | 1 | 5 |
Worst depth first · lengths in trading days.