$1.29
-0.03 (-2.27%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 91.68% | Sharpe | 0.18 |
| Sortino | 0.29 |
| Beta | 1.45 | Correlation | 0.20 |
| Up capture | 62.03% | Down capture | 78.21% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −78.19% | Ulcer Index | 52.82 |
| MTD | −24.12% | QTD | −20.86% |
| YTD | −44.40% | Window (ann., 3.0y) | −20.95% |
| Skewness | 1.63 | Excess Kurtosis | 12.59 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.21 |
| Gain/Pain | 0.03 | Hit Rate | 43.45% |
| Win/Loss | 1.21 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.75% | -13.12% | -9.43% | -13.37% |
| CVaR (ES) | -10.92% | -16.63% | -11.85% | -15.33% |
| VaR (Cornish-Fisher) | — | — | -5.01% | -17.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -78.19% | 2023-09-12 | 2024-07-08 | 2024-12-02 | 205 | 103 |
| -76.60% | 2025-01-16 | 2026-03-27 | ongoing | 299 | — |
| -12.72% | 2025-01-06 | 2025-01-13 | 2025-01-16 | 4 | 3 |
| -11.88% | 2023-08-21 | 2023-08-25 | 2023-09-01 | 4 | 5 |
| -11.76% | 2024-12-11 | 2024-12-18 | 2024-12-24 | 5 | 4 |
| -5.57% | 2024-12-02 | 2024-12-03 | 2024-12-09 | 1 | 4 |
| -2.61% | 2025-01-02 | 2025-01-03 | 2025-01-06 | 1 | 1 |
| -1.89% | 2023-09-01 | 2023-09-05 | 2023-09-11 | 1 | 4 |
| -1.84% | 2024-12-26 | 2024-12-27 | 2024-12-30 | 1 | 1 |
Worst depth first · lengths in trading days.