$0.18
-0.00 (-2.23%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 144.34% | Sharpe | 0.43 |
| Sortino | 0.79 |
| Beta | 3.33 | Correlation | 0.26 |
| Up capture | 219.85% | Down capture | 250.24% |
Relative Value shows 2.62 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −91.06% | Ulcer Index | 62.16 |
| MTD | 1.82% | QTD | −29.66% |
| YTD | −38.57% | Window (ann., 3.0y) | −26.65% |
| Skewness | 3.06 | Excess Kurtosis | 26.32 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.15 |
| Gain/Pain | 0.10 | Hit Rate | 41.01% |
| Win/Loss | 1.40 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.71% | -23.37% | -14.71% | -20.91% |
| CVaR (ES) | -16.01% | -29.18% | -18.51% | -23.99% |
| VaR (Cornish-Fisher) | — | — | -0.39% | -24.45% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.06% | 2025-01-06 | 2026-07-27 | ongoing | 385 | — |
| -72.82% | 2023-08-31 | 2024-06-18 | 2024-07-02 | 201 | 9 |
| -72.78% | 2024-07-02 | 2024-10-01 | 2024-12-02 | 63 | 43 |
| -58.83% | 2024-12-02 | 2024-12-17 | 2024-12-30 | 11 | 8 |
| -7.86% | 2023-08-21 | 2023-08-24 | 2023-08-31 | 3 | 5 |
| -0.98% | 2024-12-31 | 2025-01-02 | 2025-01-03 | 1 | 1 |
Worst depth first · lengths in trading days.