$0.62
+0.03 (+5.91%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 118.91% | Sharpe | −0.98 |
| Sortino | −1.40 |
| Beta | 3.59 | Correlation | 0.45 |
| Up capture | −121.48% | Down capture | 1146.04% |
Relative Value shows 2.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −92.38% | Ulcer Index | 57.59 |
| MTD | 14.83% | QTD | −60.25% |
| YTD | −79.74% | Window return | −84.10% |
| Skewness | 0.78 | Excess Kurtosis | 5.71 |
| Omega (θ=0) | 0.84 | Tail Ratio | 0.78 |
| Gain/Pain | −0.16 | Hit Rate | 43.37% |
| Win/Loss | 1.07 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.82% | -22.20% | -12.78% | -17.89% |
| CVaR (ES) | -16.76% | -25.38% | -15.91% | -20.42% |
| VaR (Cornish-Fisher) | — | — | -10.17% | -21.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.38% | 2025-10-14 | 2026-07-31 | ongoing | 196 | — |
| -35.56% | 2025-08-25 | 2025-09-22 | 2025-10-13 | 19 | 15 |
| -1.28% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.