$3.07
-0.07 (-2.23%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 143.07% | Sharpe | −0.02 |
| Sortino | −0.02 |
| Beta | 0.42 | Correlation | 0.04 |
| Up capture | −8.10% | Down capture | 60.63% |
Relative Value shows 1.10 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.68% | Ulcer Index | 75.63 |
| MTD | 6.23% | QTD | −26.38% |
| YTD | −39.80% | Window (ann., 3.0y) | −64.97% |
| Skewness | 0.53 | Excess Kurtosis | 7.46 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.26 |
| Gain/Pain | −0.00 | Hit Rate | 37.62% |
| Win/Loss | 1.27 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.14% | -23.04% | -14.83% | -20.98% |
| CVaR (ES) | -19.99% | -33.45% | -18.60% | -24.03% |
| VaR (Cornish-Fisher) | — | — | -12.08% | -32.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.68% | 2024-06-10 | 2026-05-06 | ongoing | 475 | — |
| -55.68% | 2024-04-12 | 2024-05-02 | 2024-06-06 | 14 | 24 |
| -30.44% | 2024-01-03 | 2024-01-31 | 2024-03-28 | 19 | 40 |
| -20.64% | 2023-10-23 | 2023-11-03 | 2023-11-14 | 9 | 7 |
| -17.73% | 2023-11-14 | 2023-11-22 | 2023-11-28 | 6 | 3 |
| -17.50% | 2023-11-29 | 2023-12-05 | 2023-12-22 | 4 | 13 |
| -7.14% | 2023-09-27 | 2023-09-28 | 2023-10-23 | 1 | 17 |
| -2.80% | 2023-12-22 | 2023-12-26 | 2023-12-28 | 1 | 2 |
| -2.60% | 2024-04-05 | 2024-04-08 | 2024-04-09 | 1 | 1 |
Worst depth first · lengths in trading days.