$0.01
+0.00 (+54.90%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 204.83% | Sharpe | 0.45 |
| Sortino | 0.72 |
| Beta | 3.02 | Correlation | 0.35 |
| Up capture | −37.88% | Down capture | 422.86% |
Relative Value shows 3.09 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −98.77% | Ulcer Index | 72.16 |
| MTD | 97.50% | QTD | 12.86% |
| YTD | −34.17% | Window (ann., 3.0y) | −66.68% |
| Skewness | 1.07 | Excess Kurtosis | 6.50 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.06 |
| Gain/Pain | 0.10 | Hit Rate | 34.31% |
| Win/Loss | 1.22 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -18.94% | -31.88% | -20.86% | -29.65% |
| CVaR (ES) | -27.11% | -39.55% | -26.25% | -34.02% |
| VaR (Cornish-Fisher) | — | — | -14.98% | -33.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.77% | 2023-08-23 | 2026-07-20 | ongoing | 726 | — |
Worst depth first · lengths in trading days.