$7.86
-0.15 (-1.87%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2021-09-21 — the price history has a 477-day gap before it.
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 113.37% | Sharpe | 0.29 |
| Sortino | 0.51 |
| Beta | 2.44 | Correlation | 0.26 |
| Up capture | 114.13% | Down capture | 33.61% |
Relative Value shows 11.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −81.44% | Ulcer Index | 59.88 |
| MTD | −3.20% | QTD | −57.90% |
| YTD | 73.89% | Window (ann., 3.0y) | −22.20% |
| Skewness | 3.41 | Excess Kurtosis | 37.55 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.07 |
| Gain/Pain | 0.06 | Hit Rate | 46.19% |
| Win/Loss | 1.18 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.78% | -12.98% | -11.62% | -16.48% |
| CVaR (ES) | -11.93% | -18.78% | -14.60% | -18.90% |
| VaR (Cornish-Fisher) | — | — | 2.28% | -30.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.44% | 2023-08-22 | 2024-10-03 | 2026-06-05 | 281 | 417 |
| -64.46% | 2026-06-18 | 2026-08-10 | ongoing | 35 | — |
| -12.46% | 2026-06-08 | 2026-06-12 | 2026-06-18 | 2 | 3 |
Worst depth first · lengths in trading days.