$0.84
+0.05 (+7.05%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 141.49% | Sharpe | 0.37 |
| Sortino | 0.77 |
| Beta | 3.67 | Correlation | 0.41 |
| Up capture | 165.44% | Down capture | 305.71% |
Relative Value shows 3.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −83.63% | Ulcer Index | 58.94 |
| MTD | 17.28% | QTD | −5.65% |
| YTD | −24.09% | Window (ann., 3.0y) | −25.52% |
| Skewness | 5.06 | Excess Kurtosis | 53.62 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.34 |
| Gain/Pain | 0.09 | Hit Rate | 41.04% |
| Win/Loss | 1.46 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.75% | -14.74% | -14.45% | -20.53% |
| CVaR (ES) | -12.85% | -20.80% | -18.18% | -23.55% |
| VaR (Cornish-Fisher) | — | — | 12.30% | -13.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.63% | 2025-01-03 | 2026-07-29 | ongoing | 386 | — |
| -73.73% | 2023-09-12 | 2024-11-19 | 2024-12-27 | 300 | 26 |
| -25.00% | 2024-12-27 | 2024-12-31 | 2025-01-02 | 2 | 1 |
| -5.49% | 2023-09-01 | 2023-09-08 | 2023-09-12 | 4 | 2 |
| -2.48% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -1.88% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
Worst depth first · lengths in trading days.