$6.75
+0.38 (+5.97%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 115.11% | Sharpe | −1.12 |
| Sortino | −1.59 |
| Beta | 6.36 | Correlation | 0.83 |
| Up capture | −39.55% | Down capture | 1571.55% |
Relative Value shows 0.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −91.69% | Ulcer Index | 68.38 |
| MTD | −4.26% | QTD | 19.26% |
| YTD | −59.21% | Window return | −85.31% |
| Skewness | 0.55 | Excess Kurtosis | 4.28 |
| Omega (θ=0) | 0.82 | Tail Ratio | 1.07 |
| Gain/Pain | −0.18 | Hit Rate | 40.08% |
| Win/Loss | 1.18 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.44% | -16.81% | -12.44% | -17.38% |
| CVaR (ES) | -16.34% | -22.82% | -15.47% | -19.84% |
| VaR (Cornish-Fisher) | — | — | -10.64% | -20.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.69% | 2025-08-22 | 2026-07-20 | ongoing | 221 | — |
| -1.63% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.