$0.30
+0.02 (+6.41%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 498.52% | Sharpe | 0.34 |
| Sortino | 2.09 |
| Beta | 11.00 | Correlation | 0.36 |
| Up capture | 511.47% | Down capture | 615.18% |
Relative Value shows 6.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.33% | Ulcer Index | 88.47 |
| MTD | −27.56% | QTD | −34.73% |
| YTD | −85.37% | Window (ann., 3.0y) | −65.02% |
Price only — no dividends, so this understates total return.
| Skewness | 25.03 | Excess Kurtosis | 661.52 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.08 |
| Gain/Pain | 0.25 | Hit Rate | 42.65% |
| Win/Loss | 1.59 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.92% | -20.10% | -50.98% | -72.39% |
| CVaR (ES) | -16.45% | -28.48% | -64.11% | -83.03% |
| VaR (Cornish-Fisher) | — | — | 961.38% | 3055.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.33% | 2023-11-29 | 2026-08-19 | ongoing | 676 | — |
| -66.32% | 2023-10-05 | 2023-11-10 | 2023-11-29 | 26 | 12 |
| -34.19% | 2023-08-21 | 2023-09-28 | 2023-10-04 | 27 | 4 |
Worst depth first · lengths in trading days.