$8.02
-0.51 (-5.98%)
USD · as of 2026-08-20 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 79.77% | Sharpe | 0.62 |
| Sortino | 0.92 |
| Beta | 2.73 | Correlation | 0.45 |
| Up capture | 226.41% | Down capture | 237.14% |
| Max Drawdown | −66.21% | Ulcer Index | 32.49 |
| MTD | 24.92% | QTD | 22.82% |
| YTD | 61.37% | Window (ann., 3.0y) | 18.04% |
| Skewness | −0.28 | Excess Kurtosis | 18.08 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.27 |
| Gain/Pain | 0.13 | Hit Rate | 48.46% |
| Win/Loss | 1.13 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.81% | -9.88% | -8.07% | -11.49% |
| CVaR (ES) | -10.16% | -20.67% | -10.17% | -13.20% |
| VaR (Cornish-Fisher) | — | — | -6.63% | -33.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.21% | 2023-11-28 | 2025-04-08 | 2026-05-12 | 340 | 274 |
| -32.78% | 2023-09-05 | 2023-10-19 | 2023-11-20 | 32 | 22 |
| -25.71% | 2026-05-12 | 2026-05-19 | 2026-06-26 | 5 | 23 |
| -8.73% | 2026-06-30 | 2026-07-16 | 2026-08-05 | 11 | 14 |
| -6.95% | 2023-08-22 | 2023-08-28 | 2023-08-31 | 4 | 3 |
| -6.35% | 2023-11-20 | 2023-11-22 | 2023-11-27 | 2 | 2 |
| -5.98% | 2026-08-19 | 2026-08-20 | ongoing | 1 | — |
| -1.65% | 2026-08-05 | 2026-08-06 | 2026-08-10 | 1 | 2 |
| -1.19% | 2026-08-14 | 2026-08-17 | 2026-08-19 | 1 | 2 |
| -1.18% | 2026-08-11 | 2026-08-12 | 2026-08-13 | 1 | 1 |
Worst depth first · lengths in trading days.