$4.84
+0.17 (+3.64%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 98.52% | Sharpe | −0.11 |
| Sortino | −0.19 |
| Beta | 1.12 | Correlation | 0.14 |
| Up capture | 104.41% | Down capture | 517.90% |
Relative Value shows 1.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −89.12% | Ulcer Index | 64.02 |
| MTD | 6.61% | QTD | 7.80% |
| YTD | −46.40% | Window (ann., 3.0y) | −42.09% |
| Skewness | 2.87 | Excess Kurtosis | 21.67 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.21 |
| Gain/Pain | −0.02 | Hit Rate | 41.04% |
| Win/Loss | 1.28 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.88% | -12.67% | -10.25% | -14.48% |
| CVaR (ES) | -10.72% | -17.76% | -12.84% | -16.58% |
| VaR (Cornish-Fisher) | — | — | -1.52% | -13.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.12% | 2023-09-11 | 2025-06-20 | ongoing | 445 | — |
| -9.24% | 2023-08-23 | 2023-08-24 | 2023-08-30 | 1 | 4 |
| -4.21% | 2023-09-05 | 2023-09-07 | 2023-09-11 | 2 | 2 |
Worst depth first · lengths in trading days.