$6.40
-0.05 (-0.78%)
USD · as of 2026-08-21 · marketstack
From 753 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 103.82% | Sharpe | 0.82 |
| Sortino | 1.45 |
| Beta | −0.74 | Correlation | −0.10 |
| Up capture | 82.24% | Down capture | −469.95% |
Relative Value shows 0.09 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −77.31% | Ulcer Index | 52.47 |
| MTD | 76.31% | QTD | 39.43% |
| YTD | 24.03% | Window (ann., 3.0y) | 42.79% |
Price only — no dividends, so this understates total return.
| Skewness | 2.90 | Excess Kurtosis | 31.41 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.29 |
| Gain/Pain | 0.20 | Hit Rate | 48.21% |
| Win/Loss | 1.17 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.90% | -15.66% | -10.42% | -14.88% |
| CVaR (ES) | -12.54% | -22.86% | -13.15% | -17.09% |
| VaR (Cornish-Fisher) | — | — | 0.14% | -28.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.31% | 2023-11-08 | 2024-08-22 | 2025-09-02 | 198 | 256 |
| -61.10% | 2025-09-05 | 2026-07-29 | ongoing | 223 | — |
| -20.00% | 2023-11-01 | 2023-11-03 | 2023-11-08 | 2 | 3 |
| -17.24% | 2023-09-20 | 2023-10-19 | 2023-10-20 | 21 | 1 |
| -7.94% | 2023-09-01 | 2023-09-12 | 2023-09-20 | 6 | 6 |
| -5.83% | 2023-08-24 | 2023-08-30 | 2023-09-01 | 4 | 2 |
| -4.87% | 2023-10-25 | 2023-10-27 | 2023-10-30 | 2 | 1 |
Worst depth first · lengths in trading days.