$4.31
+0.18 (+4.36%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 204.32% | Sharpe | −0.27 |
| Sortino | −0.54 |
| Beta | 3.92 | Correlation | 0.25 |
| Up capture | 21.18% | Down capture | 644.13% |
Relative Value shows 2.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.90% | Ulcer Index | 95.19 |
| MTD | 6.42% | QTD | −35.86% |
| YTD | −11.50% | Window (ann., 3.0y) | −89.08% |
| Skewness | 4.48 | Excess Kurtosis | 40.88 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.95 |
| Gain/Pain | −0.06 | Hit Rate | 39.04% |
| Win/Loss | 1.41 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -14.43% | -24.53% | -21.39% | -30.16% |
| CVaR (ES) | -20.33% | -30.99% | -26.77% | -34.52% |
| VaR (Cornish-Fisher) | — | — | 10.45% | -13.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.90% | 2023-08-21 | 2026-04-02 | ongoing | 656 | — |
Worst depth first · lengths in trading days.