$6.20
+0.01 (+0.16%)
USD · as of 2026-08-11 · marketstack
stale — last close 2026-08-11, not a live quote
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 107.57% | Sharpe | 1.13 |
| Sortino | 1.89 |
| Beta | −1.75 | Correlation | −0.13 |
| Up capture | 219.16% | Down capture | −955.26% |
Relative Value shows 0.34 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −94.82% | Ulcer Index | 49.67 |
| MTD | 27.57% | QTD | 14.18% |
| YTD | 74.16% | Window (ann., 3.0y) | 90.96% |
| Skewness | 0.74 | Excess Kurtosis | 2.98 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.38 |
| Gain/Pain | 0.22 | Hit Rate | 47.66% |
| Win/Loss | 1.26 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.96% | -14.13% | -10.66% | -15.28% |
| CVaR (ES) | -12.82% | -19.71% | -13.49% | -17.58% |
| VaR (Cornish-Fisher) | — | — | -8.76% | -14.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.82% | 2023-11-13 | 2024-11-20 | 2025-04-22 | 257 | 102 |
| -49.79% | 2025-10-24 | 2026-02-12 | 2026-06-01 | 75 | 72 |
| -38.07% | 2025-04-25 | 2025-06-30 | 2025-07-17 | 44 | 12 |
| -30.14% | 2025-08-08 | 2025-09-17 | 2025-10-22 | 27 | 25 |
| -24.04% | 2026-07-14 | 2026-07-29 | 2026-08-07 | 11 | 7 |
| -19.88% | 2023-09-11 | 2023-10-03 | 2023-10-25 | 16 | 16 |
| -19.82% | 2023-08-11 | 2023-08-24 | 2023-08-30 | 9 | 4 |
| -19.05% | 2023-11-01 | 2023-11-06 | 2023-11-09 | 3 | 3 |
| -11.51% | 2026-06-01 | 2026-06-03 | 2026-06-05 | 2 | 1 |
| -6.58% | 2025-07-17 | 2025-07-21 | 2025-07-23 | 2 | 2 |
Worst depth first · lengths in trading days.