$2.10
+0.02 (+0.96%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 77.96% | Sharpe | −0.00 |
| Sortino | −0.00 |
| Beta | 1.15 | Correlation | 0.23 |
| Up capture | 5.15% | Down capture | 87.01% |
Relative Value shows 0.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.97% | Ulcer Index | 52.21 |
| MTD | 13.51% | QTD | 0.48% |
| YTD | 54.41% | Window (ann., 3.0y) | −26.15% |
| Skewness | 0.51 | Excess Kurtosis | 11.35 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.01 |
| Gain/Pain | −0.00 | Hit Rate | 45.14% |
| Win/Loss | 1.09 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.27% | -11.15% | -8.08% | -11.42% |
| CVaR (ES) | -10.52% | -18.75% | -10.13% | -13.09% |
| VaR (Cornish-Fisher) | — | — | -6.22% | -22.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.97% | 2023-08-23 | 2026-02-24 | ongoing | 627 | — |
Worst depth first · lengths in trading days.