$1.15
+0.05 (+4.55%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 89.00% | Sharpe | 0.24 |
| Sortino | 0.39 |
| Beta | 0.59 | Correlation | 0.11 |
| Up capture | 89.63% | Down capture | 183.80% |
Relative Value shows 2.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.78% | Ulcer Index | 41.30 |
| MTD | 5.50% | QTD | 4.07% |
| YTD | −47.00% | Window (ann., 3.0y) | −15.42% |
| Skewness | 1.01 | Excess Kurtosis | 3.36 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.32 |
| Gain/Pain | 0.04 | Hit Rate | 42.53% |
| Win/Loss | 1.25 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.63% | -10.78% | -9.14% | -12.96% |
| CVaR (ES) | -9.71% | -13.86% | -11.48% | -14.86% |
| VaR (Cornish-Fisher) | — | — | -7.05% | -11.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.78% | 2026-01-22 | 2026-06-26 | ongoing | 104 | — |
| -59.76% | 2023-08-21 | 2024-07-09 | 2025-02-06 | 221 | 146 |
| -55.51% | 2025-02-06 | 2025-04-08 | 2025-11-26 | 42 | 161 |
| -19.18% | 2025-12-09 | 2025-12-17 | 2026-01-16 | 6 | 20 |
| -4.65% | 2025-11-28 | 2025-12-02 | 2025-12-03 | 2 | 1 |
| -3.16% | 2026-01-16 | 2026-01-20 | 2026-01-22 | 1 | 2 |
| -2.87% | 2025-12-04 | 2025-12-05 | 2025-12-09 | 1 | 2 |
Worst depth first · lengths in trading days.