$3.06
+0.03 (+0.99%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 126.31% | Sharpe | −0.26 |
| Sortino | −0.46 |
| Beta | 1.18 | Correlation | 0.14 |
| Up capture | −34.48% | Down capture | 306.78% |
Relative Value shows 0.90 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −96.71% | Ulcer Index | 74.42 |
| MTD | 25.93% | QTD | −10.00% |
| YTD | −31.85% | Window (ann., 3.0y) | −64.71% |
| Skewness | 5.16 | Excess Kurtosis | 78.94 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.87 |
| Gain/Pain | −0.07 | Hit Rate | 43.47% |
| Win/Loss | 1.07 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.28% | -15.51% | -13.22% | -18.64% |
| CVaR (ES) | -14.26% | -26.52% | -16.54% | -21.34% |
| VaR (Cornish-Fisher) | — | — | 15.13% | -55.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -96.71% | 2024-01-30 | 2026-03-30 | ongoing | 542 | — |
| -5.84% | 2023-10-11 | 2023-10-17 | 2024-01-29 | 4 | 70 |
| -1.05% | 2023-09-14 | 2023-09-15 | 2023-09-18 | 1 | 1 |
| -1.05% | 2023-09-22 | 2023-09-27 | 2023-10-05 | 3 | 6 |
| -0.72% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.70% | 2023-09-07 | 2023-09-08 | 2023-09-13 | 1 | 3 |
| -0.36% | 2023-08-30 | 2023-08-31 | 2023-09-06 | 1 | 3 |
| -0.35% | 2023-09-19 | 2023-09-20 | 2023-09-21 | 1 | 1 |
Worst depth first · lengths in trading days.