$2.37
+0.02 (+0.85%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.42% | Sharpe | −0.58 |
| Sortino | −0.80 |
| Beta | 1.24 | Correlation | 0.37 |
| Up capture | −16.52% | Down capture | 274.62% |
Relative Value shows 0.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.15% | Ulcer Index | 44.00 |
| MTD | −40.60% | QTD | −36.29% |
| YTD | −40.00% | Window (ann., 3.0y) | −34.11% |
| Skewness | 0.18 | Excess Kurtosis | 6.43 |
| Omega (θ=0) | 0.90 | Tail Ratio | 0.98 |
| Gain/Pain | −0.10 | Hit Rate | 46.27% |
| Win/Loss | 0.96 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.77% | -9.81% | -5.34% | -7.51% |
| CVaR (ES) | -7.72% | -12.23% | -6.67% | -8.58% |
| VaR (Cornish-Fisher) | — | — | -4.77% | -11.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.15% | 2023-09-15 | 2026-08-18 | ongoing | 729 | — |
| -5.73% | 2023-08-23 | 2023-08-28 | 2023-09-11 | 3 | 9 |
Worst depth first · lengths in trading days.