$2.37
+0.03 (+1.28%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 226.18% | Sharpe | 0.51 |
| Sortino | 1.17 |
| Beta | −1.03 | Correlation | −0.05 |
| Up capture | 306.40% | Down capture | −265.31% |
Relative Value shows −0.91 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −96.59% | Ulcer Index | 82.43 |
| MTD | 34.66% | QTD | −15.66% |
| YTD | −24.52% | Window (ann., 3.0y) | −47.23% |
| Skewness | 7.59 | Excess Kurtosis | 101.16 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.16 |
| Gain/Pain | 0.15 | Hit Rate | 42.91% |
| Win/Loss | 1.42 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.15% | -23.67% | -22.98% | -32.69% |
| CVaR (ES) | -20.75% | -35.40% | -28.93% | -37.52% |
| VaR (Cornish-Fisher) | — | — | 52.28% | 18.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.59% | 2023-09-18 | 2025-12-01 | ongoing | 553 | — |
| -21.75% | 2023-08-22 | 2023-08-29 | 2023-09-14 | 5 | 11 |
Worst depth first · lengths in trading days.