$1.26
-0.02 (-1.56%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 129.96% | Sharpe | −0.49 |
| Sortino | −0.78 |
| Beta | 0.32 | Correlation | 0.04 |
| Up capture | −235.97% | Down capture | 66.38% |
Relative Value shows 0.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −98.62% | Ulcer Index | 92.08 |
| MTD | −6.67% | QTD | −15.44% |
| YTD | −41.12% | Window (ann., 3.0y) | −75.69% |
| Skewness | 2.64 | Excess Kurtosis | 34.17 |
| Omega (θ=0) | 0.90 | Tail Ratio | 1.21 |
| Gain/Pain | −0.10 | Hit Rate | 43.32% |
| Win/Loss | 1.12 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.57% | -22.01% | -13.72% | -19.30% |
| CVaR (ES) | -16.60% | -28.48% | -17.14% | -22.07% |
| VaR (Cornish-Fisher) | — | — | -0.85% | -47.30% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.62% | 2023-08-21 | 2026-08-14 | ongoing | 743 | — |
Worst depth first · lengths in trading days.