$1.09
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 101.03% | Sharpe | −0.27 |
| Sortino | −0.39 |
| Beta | 2.12 | Correlation | 0.23 |
| Up capture | 137.89% | Down capture | 530.71% |
Relative Value shows 2.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −94.13% | Ulcer Index | 82.90 |
| MTD | −42.93% | QTD | −53.22% |
| YTD | −21.01% | Window (ann., 3.0y) | −53.92% |
| Skewness | 0.29 | Excess Kurtosis | 3.98 |
| Omega (θ=0) | 0.95 | Tail Ratio | 1.13 |
| Gain/Pain | −0.05 | Hit Rate | 44.52% |
| Win/Loss | 1.07 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.45% | -14.55% | -10.58% | -14.91% |
| CVaR (ES) | -13.46% | -21.56% | -13.23% | -17.07% |
| VaR (Cornish-Fisher) | — | — | -9.52% | -19.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -94.13% | 2023-08-28 | 2025-04-07 | ongoing | 403 | — |
| -0.71% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.