$3.37
+0.10 (+3.22%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 125.68% | Sharpe | −1.12 |
| Sortino | −1.68 |
| Beta | 0.76 | Correlation | 0.09 |
| Up capture | −150.81% | Down capture | 976.09% |
Relative Value shows 1.60 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.91% | Ulcer Index | 92.73 |
| MTD | 4.17% | QTD | 13.85% |
| YTD | −0.30% | Window (ann., 3.0y) | −88.20% |
| Skewness | 2.07 | Excess Kurtosis | 18.52 |
| Omega (θ=0) | 0.80 | Tail Ratio | 0.79 |
| Gain/Pain | −0.20 | Hit Rate | 42.65% |
| Win/Loss | 1.02 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.20% | -19.30% | -13.58% | -18.98% |
| CVaR (ES) | -16.89% | -25.07% | -16.89% | -21.66% |
| VaR (Cornish-Fisher) | — | — | -5.33% | -28.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.91% | 2023-08-29 | 2026-03-06 | ongoing | 631 | — |
| -1.68% | 2023-08-24 | 2023-08-25 | 2023-08-29 | 1 | 2 |
Worst depth first · lengths in trading days.