$7.00
+0.28 (+4.17%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 158.93% | Sharpe | 0.75 |
| Sortino | 1.93 |
| Beta | −1.92 | Correlation | −0.22 |
| Up capture | 52.05% | Down capture | −710.68% |
Relative Value shows −0.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −70.59% | Ulcer Index | 45.89 |
| MTD | −4.11% | QTD | −22.65% |
| YTD | 19.88% | Window (ann., 3.0y) | 45.59% |
| Skewness | 13.06 | Excess Kurtosis | 271.96 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.27 |
| Gain/Pain | 0.23 | Hit Rate | 46.67% |
| Win/Loss | 1.33 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.18% | -12.80% | -15.99% | -22.82% |
| CVaR (ES) | -11.84% | -18.71% | -20.18% | -26.21% |
| VaR (Cornish-Fisher) | — | — | 108.19% | 79.30% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -70.59% | 2024-12-11 | 2026-02-05 | ongoing | 287 | — |
| -65.17% | 2023-10-09 | 2024-03-27 | 2024-04-08 | 117 | 7 |
| -47.38% | 2024-04-08 | 2024-06-20 | 2024-09-26 | 51 | 68 |
| -37.52% | 2024-10-15 | 2024-11-15 | 2024-11-25 | 23 | 6 |
| -21.45% | 2024-09-30 | 2024-10-01 | 2024-10-11 | 1 | 8 |
| -15.42% | 2024-11-26 | 2024-11-27 | 2024-12-09 | 1 | 7 |
| -13.54% | 2023-08-23 | 2023-08-28 | 2023-09-01 | 3 | 4 |
| -11.52% | 2023-09-05 | 2023-09-18 | 2023-09-20 | 9 | 2 |
| -11.01% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -9.68% | 2023-09-26 | 2023-09-28 | 2023-09-29 | 2 | 1 |
Worst depth first · lengths in trading days.