$7.10
-0.28 (-3.80%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 79.81% | Sharpe | −0.01 |
| Sortino | −0.02 |
| Beta | 1.56 | Correlation | 0.28 |
| Up capture | 92.02% | Down capture | 382.69% |
Relative Value shows 1.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −87.28% | Ulcer Index | 63.96 |
| MTD | −18.82% | QTD | −28.33% |
| YTD | −16.53% | Window (ann., 3.0y) | −28.16% |
| Skewness | −0.13 | Excess Kurtosis | 4.01 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.18 |
| Gain/Pain | −0.00 | Hit Rate | 47.59% |
| Win/Loss | 1.06 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.80% | -12.91% | -8.27% | -11.70% |
| CVaR (ES) | -11.06% | -18.70% | -10.38% | -13.40% |
| VaR (Cornish-Fisher) | — | — | -8.06% | -16.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.28% | 2023-09-12 | 2025-03-11 | ongoing | 374 | — |
| -4.04% | 2023-08-23 | 2023-08-25 | 2023-09-01 | 2 | 5 |
| -3.17% | 2023-09-01 | 2023-09-07 | 2023-09-08 | 3 | 1 |
Worst depth first · lengths in trading days.