$2.74
-0.08 (-2.84%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 132.17% | Sharpe | −1.41 |
| Sortino | −2.02 |
| Beta | 3.05 | Correlation | 0.37 |
| Up capture | −282.92% | Down capture | 1109.47% |
Relative Value shows 2.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.98% | Ulcer Index | 85.44 |
| MTD | −26.15% | QTD | 3.79% |
| YTD | −50.00% | Window (ann., 3.0y) | −93.39% |
| Skewness | 0.95 | Excess Kurtosis | 10.44 |
| Omega (θ=0) | 0.76 | Tail Ratio | 0.96 |
| Gain/Pain | −0.24 | Hit Rate | 38.42% |
| Win/Loss | 1.15 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.28% | -21.07% | -14.43% | -20.11% |
| CVaR (ES) | -18.44% | -31.65% | -17.91% | -22.93% |
| VaR (Cornish-Fisher) | — | — | -10.28% | -31.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.98% | 2024-02-28 | 2026-07-07 | ongoing | 583 | — |
| -75.71% | 2023-08-29 | 2023-11-14 | 2024-02-26 | 54 | 69 |
| -3.67% | 2023-08-22 | 2023-08-25 | 2023-08-29 | 3 | 2 |
Worst depth first · lengths in trading days.