$1.01
+0.10 (+11.60%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 167.49% | Sharpe | −0.27 |
| Sortino | −0.50 |
| Beta | 4.91 | Correlation | 0.36 |
| Up capture | 144.83% | Down capture | 980.05% |
Relative Value shows 2.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.68% | Ulcer Index | 89.42 |
| MTD | 44.29% | QTD | 13.48% |
| YTD | 24.69% | Window (ann., 3.0y) | −81.73% |
| Skewness | 3.45 | Excess Kurtosis | 34.06 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.07 |
| Gain/Pain | −0.06 | Hit Rate | 40.99% |
| Win/Loss | 1.29 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.52% | -18.96% | -17.54% | -24.73% |
| CVaR (ES) | -17.48% | -29.68% | -21.95% | -28.30% |
| VaR (Cornish-Fisher) | — | — | 2.42% | -34.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.68% | 2023-09-20 | 2026-07-29 | ongoing | 711 | — |
| -9.52% | 2023-09-13 | 2023-09-15 | 2023-09-20 | 2 | 3 |
| -8.44% | 2023-08-29 | 2023-08-30 | 2023-09-11 | 1 | 7 |
| -7.67% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
Worst depth first · lengths in trading days.