$1.22
-0.01 (-0.81%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 93.39% | Sharpe | 0.40 |
| Sortino | 0.65 |
| Beta | 1.83 | Correlation | 0.25 |
| Up capture | 189.26% | Down capture | 209.09% |
Relative Value shows 1.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.87% | Ulcer Index | 37.41 |
| MTD | 9.91% | QTD | −0.00% |
| YTD | −35.11% | Window (ann., 3.0y) | −4.71% |
| Skewness | 1.26 | Excess Kurtosis | 7.56 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.34 |
| Gain/Pain | 0.08 | Hit Rate | 44.25% |
| Win/Loss | 1.23 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.14% | -13.80% | -9.53% | -13.54% |
| CVaR (ES) | -11.17% | -18.22% | -11.99% | -15.53% |
| VaR (Cornish-Fisher) | — | — | -6.36% | -15.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.87% | 2023-08-22 | 2023-11-14 | 2024-12-02 | 59 | 263 |
| -59.04% | 2026-02-11 | 2026-07-15 | ongoing | 100 | — |
| -55.52% | 2025-02-07 | 2025-04-08 | 2025-12-04 | 41 | 166 |
| -40.08% | 2025-12-08 | 2026-02-05 | 2026-02-10 | 40 | 3 |
| -27.66% | 2024-12-17 | 2025-01-08 | 2025-01-31 | 14 | 15 |
| -17.06% | 2024-12-09 | 2024-12-13 | 2024-12-16 | 4 | 1 |
| -5.58% | 2025-01-31 | 2025-02-03 | 2025-02-04 | 1 | 1 |
| -3.50% | 2025-02-04 | 2025-02-05 | 2025-02-06 | 1 | 1 |
| -2.10% | 2024-12-02 | 2024-12-03 | 2024-12-04 | 1 | 1 |
| -0.92% | 2025-12-04 | 2025-12-05 | 2025-12-08 | 1 | 1 |
Worst depth first · lengths in trading days.