$9.19
-0.19 (-2.03%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 86.85% | Sharpe | −0.04 |
| Sortino | −0.06 |
| Beta | 1.80 | Correlation | 0.34 |
| Up capture | 98.48% | Down capture | 510.72% |
Relative Value shows 1.58 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −88.84% | Ulcer Index | 68.19 |
| MTD | 0.88% | QTD | 6.37% |
| YTD | 9.14% | Window (ann., 3.0y) | −32.61% |
| Skewness | 1.08 | Excess Kurtosis | 5.66 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.08 |
| Gain/Pain | −0.01 | Hit Rate | 47.80% |
| Win/Loss | 1.05 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.96% | -12.35% | -9.01% | -12.74% |
| CVaR (ES) | -10.54% | -14.16% | -11.30% | -14.59% |
| VaR (Cornish-Fisher) | — | — | -6.58% | -13.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.84% | 2024-01-09 | 2026-03-30 | ongoing | 556 | — |
| -44.50% | 2023-08-31 | 2023-11-28 | 2024-01-02 | 61 | 23 |
| -12.44% | 2024-01-02 | 2024-01-03 | 2024-01-04 | 1 | 1 |
| -11.64% | 2023-08-21 | 2023-08-25 | 2023-08-31 | 4 | 4 |
Worst depth first · lengths in trading days.