$1.40
-0.02 (-1.41%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.24% | Sharpe | −0.40 |
| Sortino | −0.54 |
| Beta | 1.60 | Correlation | 0.38 |
| Up capture | 61.05% | Down capture | 457.95% |
Relative Value shows 1.81 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.90% | Ulcer Index | 38.59 |
| MTD | −23.08% | QTD | −38.86% |
| YTD | −65.64% | Window (ann., 3.0y) | −31.61% |
| Skewness | −1.17 | Excess Kurtosis | 14.20 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.01 |
| Gain/Pain | −0.07 | Hit Rate | 46.80% |
| Win/Loss | 1.00 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.33% | -8.58% | -5.81% | -8.18% |
| CVaR (ES) | -8.00% | -13.91% | -7.27% | -9.36% |
| VaR (Cornish-Fisher) | — | — | -5.88% | -20.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.90% | 2024-08-23 | 2026-08-06 | ongoing | 485 | — |
| -21.26% | 2024-03-22 | 2024-04-02 | 2024-07-12 | 6 | 70 |
| -21.18% | 2023-08-31 | 2023-10-03 | 2023-12-08 | 22 | 47 |
| -16.67% | 2023-12-19 | 2024-01-17 | 2024-03-21 | 18 | 45 |
| -7.26% | 2024-08-02 | 2024-08-07 | 2024-08-13 | 3 | 4 |
| -7.20% | 2024-07-16 | 2024-07-24 | 2024-07-29 | 6 | 3 |
| -3.77% | 2024-08-14 | 2024-08-15 | 2024-08-21 | 1 | 4 |
| -2.98% | 2024-07-31 | 2024-08-01 | 2024-08-02 | 1 | 1 |
| -2.46% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.74% | 2024-08-21 | 2024-08-22 | 2024-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.