$1.04
+0.11 (+11.82%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 157.46% | Sharpe | 0.17 |
| Sortino | 0.46 |
| Beta | 0.47 | Correlation | 0.03 |
| Up capture | −68.67% | Down capture | −800.53% |
Relative Value shows 0.73 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −93.56% | Ulcer Index | 69.79 |
| MTD | 6.12% | QTD | 0.00% |
| YTD | 126.09% | Window (ann., 3.0y) | −38.65% |
| Skewness | 14.57 | Excess Kurtosis | 313.18 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.17 |
| Gain/Pain | 0.05 | Hit Rate | 38.24% |
| Win/Loss | 1.43 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.91% | -13.32% | -16.21% | -22.97% |
| CVaR (ES) | -11.65% | -17.60% | -20.35% | -26.33% |
| VaR (Cornish-Fisher) | — | — | 127.13% | 149.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.56% | 2023-08-21 | 2026-01-29 | ongoing | 612 | — |
Worst depth first · lengths in trading days.