$2.70
+0.18 (+7.14%)
USD · as of 2026-08-21 · marketstack
From 246 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 88.96% | Sharpe | 1.02 |
| Sortino | 1.76 |
| Beta | 6.20 | Correlation | 0.83 |
| Up capture | 517.11% | Down capture | 601.44% |
Relative Value shows 2.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −49.40% | Ulcer Index | 17.44 |
| MTD | −20.35% | QTD | −39.60% |
| YTD | 9.31% | Window return | 67.70% |
| Skewness | 1.05 | Excess Kurtosis | 2.77 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.21 |
| Gain/Pain | 0.20 | Hit Rate | 44.31% |
| Win/Loss | 1.38 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.91% | -10.52% | -8.86% | -12.67% |
| CVaR (ES) | -9.56% | -11.43% | -11.20% | -14.57% |
| VaR (Cornish-Fisher) | — | — | -6.75% | -9.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.40% | 2026-05-27 | 2026-08-20 | ongoing | 55 | — |
| -35.99% | 2026-02-10 | 2026-03-30 | 2026-04-24 | 33 | 16 |
| -22.61% | 2025-11-24 | 2025-12-23 | 2026-01-08 | 20 | 10 |
| -19.25% | 2025-08-20 | 2025-08-25 | 2025-08-26 | 3 | 1 |
| -13.68% | 2025-09-15 | 2025-10-03 | 2025-10-21 | 14 | 12 |
| -13.64% | 2025-11-11 | 2025-11-13 | 2025-11-17 | 2 | 2 |
| -11.87% | 2026-01-22 | 2026-01-28 | 2026-01-30 | 4 | 2 |
| -11.17% | 2025-09-09 | 2025-09-11 | 2025-09-15 | 2 | 2 |
| -10.42% | 2025-11-17 | 2025-11-20 | 2025-11-24 | 3 | 2 |
| -10.37% | 2026-01-08 | 2026-01-21 | 2026-01-22 | 8 | 1 |
Worst depth first · lengths in trading days.