$5.70
+0.05 (+0.88%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 129.52% | Sharpe | −0.13 |
| Sortino | −0.20 |
| Beta | 0.63 | Correlation | 0.08 |
| Up capture | −91.83% | Down capture | 181.26% |
Relative Value shows 1.52 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −95.45% | Ulcer Index | 80.08 |
| MTD | 5.56% | QTD | −27.02% |
| YTD | −62.13% | Window (ann., 3.0y) | −62.04% |
| Skewness | 1.23 | Excess Kurtosis | 7.99 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.27 |
| Gain/Pain | −0.02 | Hit Rate | 43.68% |
| Win/Loss | 1.22 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.26% | -19.11% | -13.49% | -19.05% |
| CVaR (ES) | -15.73% | -25.41% | -16.90% | -21.81% |
| VaR (Cornish-Fisher) | — | — | -9.09% | -22.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -95.45% | 2023-08-29 | 2026-07-29 | ongoing | 728 | — |
| -5.77% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
Worst depth first · lengths in trading days.