$5.15
-0.21 (-3.92%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 112.58% | Sharpe | 0.55 |
| Sortino | 0.98 |
| Beta | 2.83 | Correlation | 0.13 |
| Up capture | 691.96% | Down capture | 479.86% |
Relative Value shows 1.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −92.90% | Ulcer Index | 57.17 |
| MTD | 13.69% | QTD | −1.15% |
| YTD | −80.88% | Window (ann., 3.0y) | 3.84% |
| Skewness | 2.52 | Excess Kurtosis | 18.98 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.17 |
| Gain/Pain | 0.12 | Hit Rate | 45.33% |
| Win/Loss | 1.23 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.62% | -17.13% | -11.42% | -16.25% |
| CVaR (ES) | -13.05% | -19.67% | -14.38% | -18.66% |
| VaR (Cornish-Fisher) | — | — | -2.77% | -17.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -92.90% | 2025-10-09 | 2026-07-29 | ongoing | 197 | — |
| -73.72% | 2024-01-10 | 2024-08-05 | 2025-07-11 | 142 | 233 |
| -22.47% | 2023-12-04 | 2023-12-20 | 2024-01-10 | 12 | 13 |
| -21.51% | 2025-07-17 | 2025-07-25 | 2025-08-04 | 6 | 6 |
| -17.79% | 2023-10-10 | 2023-10-26 | 2023-11-17 | 12 | 16 |
| -17.78% | 2023-11-21 | 2023-11-22 | 2023-11-30 | 1 | 5 |
| -17.03% | 2025-09-03 | 2025-09-26 | 2025-10-06 | 17 | 6 |
| -14.05% | 2025-08-18 | 2025-08-27 | 2025-08-29 | 7 | 2 |
| -8.47% | 2023-09-05 | 2023-09-07 | 2023-09-08 | 2 | 1 |
| -8.33% | 2023-09-11 | 2023-10-04 | 2023-10-10 | 17 | 4 |
Worst depth first · lengths in trading days.