$7.91
+0.32 (+4.22%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 302.92% | Sharpe | 0.54 |
| Sortino | 1.89 |
| Beta | 22.16 | Correlation | 0.22 |
| Up capture | 2458.47% | Down capture | 551.88% |
Relative Value shows 10.73 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −94.24% | Ulcer Index | 73.93 |
| MTD | 29.25% | QTD | 64.79% |
| YTD | −11.52% | Window (ann., 3.0y) | −35.55% |
| Skewness | 16.72 | Excess Kurtosis | 361.18 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.03 |
| Gain/Pain | 0.24 | Hit Rate | 44.18% |
| Win/Loss | 1.43 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.08% | -18.10% | -30.74% | -43.74% |
| CVaR (ES) | -16.58% | -30.00% | -38.71% | -50.21% |
| VaR (Cornish-Fisher) | — | — | 299.27% | 587.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.24% | 2025-05-29 | 2026-06-25 | ongoing | 263 | — |
| -91.89% | 2023-09-12 | 2025-04-22 | 2025-05-27 | 403 | 24 |
| -18.62% | 2025-05-27 | 2025-05-28 | 2025-05-29 | 1 | 1 |
| -6.85% | 2023-08-24 | 2023-08-25 | 2023-08-29 | 1 | 2 |
| -5.60% | 2023-08-29 | 2023-08-31 | 2023-09-06 | 2 | 3 |
| -5.47% | 2023-09-06 | 2023-09-07 | 2023-09-12 | 1 | 3 |
| -4.90% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
Worst depth first · lengths in trading days.