$3.08
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 102.23% | Sharpe | −0.45 |
| Sortino | −0.70 |
| Beta | 4.02 | Correlation | 0.43 |
| Up capture | 119.55% | Down capture | 739.37% |
Relative Value shows 2.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −96.11% | Ulcer Index | 81.91 |
| MTD | 20.78% | QTD | 6.57% |
| YTD | −4.05% | Window (ann., 3.0y) | −61.95% |
| Skewness | 1.03 | Excess Kurtosis | 8.59 |
| Omega (θ=0) | 0.92 | Tail Ratio | 1.22 |
| Gain/Pain | −0.08 | Hit Rate | 41.18% |
| Win/Loss | 1.25 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.34% | -13.46% | -10.78% | -15.16% |
| CVaR (ES) | -12.10% | -20.42% | -13.47% | -17.35% |
| VaR (Cornish-Fisher) | — | — | -7.65% | -20.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.11% | 2023-08-21 | 2026-03-30 | ongoing | 653 | — |
Worst depth first · lengths in trading days.