$3.78
-0.03 (-0.79%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 72.86% | Sharpe | 0.64 |
| Sortino | 1.01 |
| Beta | 3.48 | Correlation | 0.59 |
| Up capture | 259.57% | Down capture | 333.69% |
Relative Value shows 2.60 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −77.78% | Ulcer Index | 45.60 |
| MTD | 14.20% | QTD | 5.29% |
| YTD | 195.31% | Window (ann., 3.0y) | 22.84% |
| Skewness | 0.79 | Excess Kurtosis | 5.13 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.15 |
| Gain/Pain | 0.12 | Hit Rate | 44.93% |
| Win/Loss | 1.21 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.65% | -9.66% | -7.36% | -10.49% |
| CVaR (ES) | -9.20% | -13.15% | -9.28% | -12.05% |
| VaR (Cornish-Fisher) | — | — | -5.81% | -12.28% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.78% | 2024-02-16 | 2025-12-10 | ongoing | 455 | — |
| -23.61% | 2023-08-29 | 2023-10-05 | 2023-11-09 | 26 | 25 |
| -13.38% | 2024-01-12 | 2024-01-17 | 2024-01-29 | 2 | 8 |
| -8.35% | 2024-01-04 | 2024-01-08 | 2024-01-12 | 2 | 4 |
| -7.07% | 2024-02-02 | 2024-02-14 | 2024-02-15 | 8 | 1 |
| -6.32% | 2023-12-28 | 2023-12-29 | 2024-01-04 | 1 | 3 |
| -6.20% | 2023-11-15 | 2023-11-27 | 2023-12-01 | 7 | 4 |
| -4.25% | 2023-12-15 | 2023-12-18 | 2023-12-20 | 1 | 2 |
| -3.33% | 2023-12-05 | 2023-12-07 | 2023-12-15 | 2 | 6 |
| -2.74% | 2024-01-29 | 2024-01-31 | 2024-02-01 | 2 | 1 |
Worst depth first · lengths in trading days.