$0.47
+0.05 (+10.94%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 165.25% | Sharpe | −0.37 |
| Sortino | −0.64 |
| Beta | 0.28 | Correlation | 0.01 |
| Up capture | −223.54% | Down capture | −426.26% |
Relative Value shows −1.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.75% | Ulcer Index | 77.36 |
| MTD | 27.43% | QTD | −23.95% |
| YTD | −82.92% | Window (ann., 3.0y) | −83.95% |
| Skewness | 2.65 | Excess Kurtosis | 20.95 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.15 |
| Gain/Pain | −0.07 | Hit Rate | 39.44% |
| Win/Loss | 1.34 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.74% | -21.88% | -17.37% | -24.46% |
| CVaR (ES) | -18.85% | -31.14% | -21.72% | -27.99% |
| VaR (Cornish-Fisher) | — | — | -3.75% | -27.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.75% | 2023-09-15 | 2026-07-29 | ongoing | 713 | — |
| -13.07% | 2023-08-28 | 2023-09-06 | 2023-09-12 | 6 | 4 |
| -6.82% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
| -5.77% | 2023-08-21 | 2023-08-23 | 2023-08-24 | 2 | 1 |
| -1.51% | 2023-09-12 | 2023-09-13 | 2023-09-15 | 1 | 2 |
Worst depth first · lengths in trading days.