$9.55
+0.27 (+2.91%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 96.11% | Sharpe | 1.08 |
| Sortino | 1.77 |
| Beta | 3.50 | Correlation | 0.36 |
| Up capture | 378.09% | Down capture | −21.59% |
Relative Value shows 2.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.06% | Ulcer Index | 41.80 |
| MTD | 22.75% | QTD | −17.60% |
| YTD | 173.64% | Window (ann., 3.0y) | 78.90% |
| Skewness | 0.83 | Excess Kurtosis | 3.55 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.27 |
| Gain/Pain | 0.21 | Hit Rate | 49.33% |
| Win/Loss | 1.19 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.20% | -14.03% | -9.55% | -13.67% |
| CVaR (ES) | -11.37% | -16.43% | -12.08% | -15.73% |
| VaR (Cornish-Fisher) | — | — | -7.60% | -13.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.06% | 2024-04-09 | 2025-04-03 | 2026-05-29 | 247 | 289 |
| -40.62% | 2026-07-02 | 2026-07-29 | ongoing | 18 | — |
| -38.50% | 2023-09-01 | 2023-10-26 | 2023-12-04 | 38 | 26 |
| -28.81% | 2023-12-27 | 2024-01-19 | 2024-02-15 | 15 | 19 |
| -18.82% | 2024-03-04 | 2024-03-18 | 2024-04-09 | 10 | 15 |
| -12.20% | 2024-02-16 | 2024-02-22 | 2024-03-01 | 3 | 6 |
| -12.00% | 2026-05-29 | 2026-06-03 | 2026-06-12 | 3 | 4 |
| -11.79% | 2026-06-22 | 2026-06-23 | 2026-06-24 | 1 | 1 |
| -8.98% | 2023-08-21 | 2023-08-22 | 2023-08-25 | 1 | 3 |
| -4.14% | 2026-06-30 | 2026-07-01 | 2026-07-02 | 1 | 1 |
Worst depth first · lengths in trading days.