$0.43
-0.00 (-1.02%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 63.39% | Sharpe | −1.25 |
| Sortino | −1.70 |
| Beta | 0.38 | Correlation | 0.10 |
| Up capture | −169.06% | Down capture | 348.61% |
Relative Value shows 0.50 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −95.83% | Ulcer Index | 56.85 |
| MTD | −32.67% | QTD | −35.53% |
| YTD | −78.51% | Window (ann., 3.0y) | −62.66% |
| Skewness | 0.28 | Excess Kurtosis | 3.21 |
| Omega (θ=0) | 0.80 | Tail Ratio | 0.90 |
| Gain/Pain | −0.20 | Hit Rate | 46.00% |
| Win/Loss | 0.90 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.51% | -11.03% | -6.88% | -9.60% |
| CVaR (ES) | -9.33% | -13.40% | -8.55% | -10.96% |
| VaR (Cornish-Fisher) | — | — | -6.30% | -11.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.83% | 2024-05-13 | 2026-08-21 | ongoing | 567 | — |
| -23.61% | 2023-11-21 | 2024-02-13 | 2024-03-04 | 56 | 13 |
| -20.48% | 2023-10-17 | 2023-11-01 | 2023-11-21 | 11 | 14 |
| -12.05% | 2023-08-30 | 2023-10-05 | 2023-10-17 | 25 | 8 |
| -10.31% | 2024-03-11 | 2024-03-18 | 2024-03-27 | 5 | 7 |
| -8.97% | 2024-04-03 | 2024-04-16 | 2024-04-24 | 9 | 6 |
| -5.15% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -2.96% | 2024-05-06 | 2024-05-07 | 2024-05-13 | 1 | 4 |
| -2.36% | 2024-03-04 | 2024-03-07 | 2024-03-11 | 3 | 2 |
| -1.95% | 2024-04-25 | 2024-04-26 | 2024-05-02 | 1 | 4 |
Worst depth first · lengths in trading days.