$1.67
+0.03 (+1.83%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 67.38% | Sharpe | −0.37 |
| Sortino | −0.56 |
| Beta | 1.69 | Correlation | 0.37 |
| Up capture | 20.95% | Down capture | 371.73% |
Relative Value shows 1.30 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −76.47% | Ulcer Index | 53.80 |
| MTD | −6.18% | QTD | −16.92% |
| YTD | −4.57% | Window (ann., 3.0y) | −37.55% |
| Skewness | 0.87 | Excess Kurtosis | 5.99 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.02 |
| Gain/Pain | −0.06 | Hit Rate | 44.34% |
| Win/Loss | 1.10 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.40% | -10.18% | -7.08% | -9.97% |
| CVaR (ES) | -8.85% | -13.48% | -8.85% | -11.41% |
| VaR (Cornish-Fisher) | — | — | -5.46% | -12.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.47% | 2023-08-30 | 2026-08-20 | ongoing | 743 | — |
| -2.19% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -0.29% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.