$0.52
-0.03 (-5.96%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 232.61% | Sharpe | −0.27 |
| Sortino | −0.56 |
| Beta | 3.41 | Correlation | 0.39 |
| Up capture | −174.88% | Down capture | 1246.74% |
Relative Value shows 0.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.97% | Ulcer Index | 89.95 |
| MTD | −1.70% | QTD | −29.21% |
| YTD | −75.65% | Window (ann., 3.0y) | −93.24% |
| Skewness | 5.53 | Excess Kurtosis | 56.83 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.95 |
| Gain/Pain | −0.07 | Hit Rate | 38.64% |
| Win/Loss | 1.44 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -13.65% | -28.46% | -24.35% | -34.34% |
| CVaR (ES) | -23.25% | -39.24% | -30.47% | -39.30% |
| VaR (Cornish-Fisher) | — | — | 23.88% | -1.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.97% | 2023-08-21 | 2026-07-10 | ongoing | 718 | — |
Worst depth first · lengths in trading days.