$1.88
-0.01 (-0.53%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 76.54% | Sharpe | −0.32 |
| Sortino | −0.45 |
| Beta | 1.81 | Correlation | 0.40 |
| Up capture | 8.96% | Down capture | 400.03% |
Relative Value shows 0.56 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −89.61% | Ulcer Index | 67.09 |
| MTD | 9.94% | QTD | 20.51% |
| YTD | 12.57% | Window (ann., 3.0y) | −41.79% |
| Skewness | −0.08 | Excess Kurtosis | 9.97 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.94 |
| Gain/Pain | −0.06 | Hit Rate | 46.79% |
| Win/Loss | 1.00 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.99% | -13.22% | -8.03% | -11.32% |
| CVaR (ES) | -11.14% | -19.45% | -10.04% | -12.95% |
| VaR (Cornish-Fisher) | — | — | -7.16% | -22.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.61% | 2023-11-03 | 2026-03-25 | ongoing | 597 | — |
| -10.19% | 2023-08-29 | 2023-09-28 | 2023-10-13 | 21 | 11 |
| -4.55% | 2023-10-13 | 2023-10-19 | 2023-11-02 | 4 | 10 |
| -1.34% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.11% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.