$0.65
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.31% | Sharpe | 0.16 |
| Sortino | 0.27 |
| Beta | 0.52 | Correlation | 0.08 |
| Up capture | 41.26% | Down capture | 51.12% |
Relative Value shows 0.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −90.32% | Ulcer Index | 51.18 |
| MTD | 8.33% | QTD | −21.34% |
| YTD | −17.72% | Window (ann., 3.0y) | −16.84% |
| Skewness | 3.00 | Excess Kurtosis | 51.80 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.23 |
| Gain/Pain | 0.04 | Hit Rate | 40.59% |
| Win/Loss | 1.25 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.96% | -10.25% | -8.37% | -11.86% |
| CVaR (ES) | -9.48% | -20.40% | -10.51% | -13.60% |
| VaR (Cornish-Fisher) | — | — | 2.22% | -45.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -90.32% | 2024-06-03 | 2026-07-22 | ongoing | 530 | — |
| -25.63% | 2023-08-30 | 2023-10-12 | 2024-04-01 | 30 | 116 |
| -18.46% | 2024-04-08 | 2024-04-25 | 2024-05-20 | 13 | 17 |
| -9.89% | 2024-05-29 | 2024-05-30 | 2024-06-03 | 1 | 2 |
| -1.77% | 2023-08-22 | 2023-08-23 | 2023-08-25 | 1 | 2 |
Worst depth first · lengths in trading days.