$4.41
-0.71 (-13.95%)
USD · as of 2026-08-21 · marketstack
From 727 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 1305.97% | Sharpe | 0.59 |
| Sortino | 7.63 |
| Beta | −16.04 | Correlation | −0.15 |
| Up capture | 175.32% | Down capture | −7630.46% |
Relative Value shows −10.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.33% | Ulcer Index | 73.85 |
| MTD | −58.98% | QTD | −64.00% |
| YTD | −91.72% | Window (ann., 3.0y) | −22.58% |
| Skewness | 26.16 | Excess Kurtosis | 695.03 |
| Omega (θ=0) | 1.94 | Tail Ratio | 1.23 |
| Gain/Pain | 0.94 | Hit Rate | 37.00% |
| Win/Loss | 2.59 | Upside Potential | 0.99 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -14.27% | -21.80% | -132.26% | -188.33% |
| CVaR (ES) | -20.26% | -30.05% | -166.64% | -216.21% |
| VaR (Cornish-Fisher) | — | — | 2690.58% | 9209.36% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.33% | 2024-05-29 | 2026-08-19 | ongoing | 551 | — |
| -50.00% | 2024-01-19 | 2024-02-12 | 2024-03-01 | 16 | 13 |
| -37.48% | 2024-04-09 | 2024-04-30 | 2024-05-23 | 15 | 17 |
| -33.33% | 2024-03-01 | 2024-03-05 | 2024-03-21 | 2 | 12 |
| -31.58% | 2023-08-22 | 2023-08-30 | 2023-10-19 | 6 | 15 |
| -20.00% | 2023-11-30 | 2023-12-18 | 2023-12-28 | 12 | 7 |
| -13.98% | 2023-10-31 | 2023-11-10 | 2023-11-21 | 8 | 7 |
| -3.88% | 2024-04-02 | 2024-04-03 | 2024-04-08 | 1 | 3 |
| -3.45% | 2024-01-02 | 2024-01-03 | 2024-01-04 | 1 | 1 |
| -2.35% | 2023-10-19 | 2023-10-20 | 2023-10-24 | 1 | 2 |
Worst depth first · lengths in trading days.