$2.91
+0.03 (+0.87%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 106.57% | Sharpe | −0.13 |
| Sortino | −0.19 |
| Beta | −0.52 | Correlation | −0.09 |
| Up capture | 34.15% | Down capture | 676.21% |
Relative Value shows −0.32 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −83.87% | Ulcer Index | 60.56 |
| MTD | 1.75% | QTD | 25.43% |
| YTD | −57.27% | Window return | −50.34% |
| Skewness | 0.00 | Excess Kurtosis | 2.58 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.12 |
| Gain/Pain | −0.02 | Hit Rate | 46.56% |
| Win/Loss | 1.07 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.40% | -20.24% | -11.10% | -15.67% |
| CVaR (ES) | -15.25% | -22.71% | -13.90% | -17.95% |
| VaR (Cornish-Fisher) | — | — | -10.75% | -19.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.87% | 2025-09-22 | 2026-05-18 | ongoing | 162 | — |
| -7.42% | 2025-09-03 | 2025-09-05 | 2025-09-08 | 2 | 1 |
| -5.00% | 2025-08-21 | 2025-08-25 | 2025-09-03 | 2 | 6 |
| -2.00% | 2025-09-12 | 2025-09-15 | 2025-09-16 | 1 | 1 |
| -0.99% | 2025-09-16 | 2025-09-17 | 2025-09-18 | 1 | 1 |
Worst depth first · lengths in trading days.