$30.83
-0.07 (-0.23%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 98.02% | Sharpe | −0.07 |
| Sortino | −0.10 |
| Beta | 1.31 | Correlation | 0.19 |
| Up capture | 41.51% | Down capture | 291.04% |
Relative Value shows 1.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −93.74% | Ulcer Index | 75.85 |
| MTD | −25.17% | QTD | −47.25% |
| YTD | 6.86% | Window (ann., 3.0y) | −42.62% |
| Skewness | −0.11 | Excess Kurtosis | 3.75 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.18 |
| Gain/Pain | −0.01 | Hit Rate | 46.47% |
| Win/Loss | 1.13 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.64% | -16.21% | -10.18% | -14.39% |
| CVaR (ES) | -13.61% | -24.38% | -12.76% | -16.49% |
| VaR (Cornish-Fisher) | — | — | -9.91% | -20.28% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.74% | 2023-08-23 | 2024-11-19 | ongoing | 313 | — |
Worst depth first · lengths in trading days.