$0.81
+0.06 (+7.86%)
USD · as of 2026-08-21 · marketstack
From 246 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 1397.20% | Sharpe | 1.71 |
| Sortino | 15.51 |
| Beta | 4.72 | Correlation | 0.06 |
| Up capture | 6279.43% | Down capture | 254.39% |
Relative Value shows 48.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.90% | Ulcer Index | 42.39 |
| MTD | −1.22% | QTD | −36.22% |
| YTD | −48.73% | Window return | 115614.29% |
| Skewness | 13.82 | Excess Kurtosis | 203.86 |
| Omega (θ=0) | 3.14 | Tail Ratio | 2.08 |
| Gain/Pain | 2.14 | Hit Rate | 43.09% |
| Win/Loss | 3.17 | Upside Potential | 1.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -23.22% | -38.88% | -135.29% | -195.27% |
| CVaR (ES) | -33.69% | -49.26% | -172.07% | -225.10% |
| VaR (Cornish-Fisher) | — | — | 888.47% | 2832.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.90% | 2025-12-29 | 2026-04-01 | 2026-06-23 | 64 | 56 |
| -60.75% | 2026-06-23 | 2026-08-05 | ongoing | 30 | — |
| -60.00% | 2025-09-11 | 2025-09-12 | 2025-09-18 | 1 | 4 |
| -49.05% | 2025-10-21 | 2025-10-30 | 2025-12-10 | 7 | 28 |
| -48.98% | 2025-09-05 | 2025-09-09 | 2025-09-11 | 2 | 2 |
| -47.78% | 2025-10-01 | 2025-10-02 | 2025-10-03 | 1 | 1 |
| -40.00% | 2025-08-29 | 2025-09-03 | 2025-09-04 | 1 | 1 |
| -35.90% | 2025-09-22 | 2025-09-24 | 2025-10-01 | 2 | 5 |
| -28.72% | 2025-12-17 | 2025-12-19 | 2025-12-22 | 2 | 1 |
| -27.27% | 2025-10-06 | 2025-10-07 | 2025-10-14 | 1 | 5 |
Worst depth first · lengths in trading days.