$3.80
+0.06 (+1.60%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 111.81% | Sharpe | 0.62 |
| Sortino | 0.97 |
| Beta | 2.60 | Correlation | 0.31 |
| Up capture | 268.41% | Down capture | 211.45% |
Relative Value shows 1.48 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −80.67% | Ulcer Index | 49.71 |
| MTD | 33.33% | QTD | −19.32% |
| YTD | −17.57% | Window (ann., 3.0y) | 8.20% |
| Skewness | 0.57 | Excess Kurtosis | 2.65 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.26 |
| Gain/Pain | 0.11 | Hit Rate | 48.27% |
| Win/Loss | 1.13 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.14% | -15.34% | -11.31% | -16.11% |
| CVaR (ES) | -13.68% | -20.44% | -14.25% | -18.50% |
| VaR (Cornish-Fisher) | — | — | -9.76% | -16.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.67% | 2023-08-29 | 2025-04-21 | 2025-10-03 | 411 | 115 |
| -59.12% | 2026-05-14 | 2026-07-29 | ongoing | 48 | — |
| -50.91% | 2026-01-14 | 2026-02-23 | 2026-05-14 | 26 | 57 |
| -33.41% | 2025-10-15 | 2025-11-20 | 2025-12-09 | 26 | 12 |
| -15.13% | 2025-12-11 | 2025-12-22 | 2026-01-06 | 7 | 9 |
| -7.03% | 2026-01-06 | 2026-01-09 | 2026-01-14 | 3 | 3 |
| -5.48% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -4.30% | 2025-10-09 | 2025-10-10 | 2025-10-13 | 1 | 1 |
| -2.00% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -1.80% | 2025-10-03 | 2025-10-06 | 2025-10-08 | 1 | 2 |
Worst depth first · lengths in trading days.