$1.00
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 742 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 113.66% | Sharpe | −0.28 |
| Sortino | −0.40 |
| Beta | −1.49 | Correlation | −0.19 |
| Up capture | −167.57% | Down capture | −78.01% |
Relative Value shows 0.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −96.58% | Ulcer Index | 69.25 |
| MTD | 20.48% | QTD | −21.26% |
| YTD | −52.38% | Window (ann., 3.0y) | −61.87% |
| Skewness | 0.12 | Excess Kurtosis | 6.80 |
| Omega (θ=0) | 0.95 | Tail Ratio | 1.10 |
| Gain/Pain | −0.05 | Hit Rate | 41.11% |
| Win/Loss | 1.09 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.95% | -17.31% | -11.90% | -16.78% |
| CVaR (ES) | -15.87% | -25.98% | -14.90% | -19.21% |
| VaR (Cornish-Fisher) | — | — | -10.67% | -27.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.58% | 2023-08-25 | 2026-08-06 | ongoing | 727 | — |
Worst depth first · lengths in trading days.