$0.16
+0.01 (+4.63%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 148.68% | Sharpe | −0.70 |
| Sortino | −1.06 |
| Beta | 2.19 | Correlation | 0.40 |
| Up capture | −357.57% | Down capture | 1185.98% |
Relative Value shows 2.54 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −96.41% | Ulcer Index | 79.01 |
| MTD | 14.63% | QTD | −3.77% |
| YTD | −75.64% | Window return | −87.46% |
| Skewness | 0.94 | Excess Kurtosis | 4.73 |
| Omega (θ=0) | 0.88 | Tail Ratio | 1.08 |
| Gain/Pain | −0.12 | Hit Rate | 42.11% |
| Win/Loss | 1.14 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.94% | -21.86% | -15.82% | -22.20% |
| CVaR (ES) | -19.27% | -28.31% | -19.73% | -25.37% |
| VaR (Cornish-Fisher) | — | — | -12.26% | -22.97% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.41% | 2025-10-14 | 2026-07-29 | ongoing | 192 | — |
| -15.56% | 2025-08-28 | 2025-09-04 | 2025-10-01 | 4 | 19 |
| -6.19% | 2025-10-06 | 2025-10-07 | 2025-10-08 | 1 | 1 |
| -1.30% | 2025-08-21 | 2025-08-22 | 2025-08-25 | 1 | 1 |
| -0.54% | 2025-10-01 | 2025-10-02 | 2025-10-03 | 1 | 1 |
Worst depth first · lengths in trading days.