$10.31
-0.03 (-0.29%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 152.69% | Sharpe | 0.11 |
| Sortino | 0.24 |
| Beta | 2.22 | Correlation | 0.14 |
| Up capture | 125.93% | Down capture | 166.38% |
Relative Value shows 1.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −98.91% | Ulcer Index | 84.70 |
| MTD | 4.88% | QTD | −4.54% |
| YTD | 195.42% | Window (ann., 3.0y) | −49.62% |
| Skewness | 9.18 | Excess Kurtosis | 164.56 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.17 |
| Gain/Pain | 0.03 | Hit Rate | 42.25% |
| Win/Loss | 1.33 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.51% | -18.01% | -15.75% | -22.31% |
| CVaR (ES) | -14.37% | -22.86% | -19.77% | -25.57% |
| VaR (Cornish-Fisher) | — | — | 56.53% | -22.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.91% | 2023-09-12 | 2026-02-02 | ongoing | 599 | — |
| -13.66% | 2023-08-21 | 2023-08-25 | 2023-08-29 | 4 | 2 |
| -7.08% | 2023-09-01 | 2023-09-05 | 2023-09-11 | 1 | 4 |
Worst depth first · lengths in trading days.