$34.38
-0.10 (-0.29%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 79.96% | Sharpe | 0.12 |
| Sortino | 0.18 |
| Beta | 2.01 | Correlation | 0.32 |
| Up capture | 118.54% | Down capture | 271.59% |
Relative Value shows 2.10 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −89.27% | Ulcer Index | 53.48 |
| MTD | −12.39% | QTD | −20.49% |
| YTD | 56.27% | Window (ann., 3.0y) | −19.85% |
| Skewness | −0.08 | Excess Kurtosis | 3.12 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.10 |
| Gain/Pain | 0.02 | Hit Rate | 47.07% |
| Win/Loss | 1.06 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.42% | -13.89% | -8.25% | -11.68% |
| CVaR (ES) | -11.60% | -18.90% | -10.35% | -13.38% |
| VaR (Cornish-Fisher) | — | — | -8.04% | -15.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.27% | 2024-04-23 | 2026-02-24 | ongoing | 460 | — |
| -36.07% | 2023-10-09 | 2023-11-09 | 2023-12-07 | 23 | 19 |
| -20.09% | 2024-01-29 | 2024-03-06 | 2024-03-26 | 26 | 14 |
| -10.22% | 2023-12-27 | 2024-01-02 | 2024-01-25 | 3 | 16 |
| -9.28% | 2023-09-01 | 2023-09-07 | 2023-09-12 | 3 | 3 |
| -7.00% | 2024-03-26 | 2024-04-15 | 2024-04-22 | 13 | 5 |
| -5.80% | 2023-09-14 | 2023-09-21 | 2023-10-05 | 5 | 10 |
| -2.04% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -1.84% | 2023-12-08 | 2023-12-11 | 2023-12-14 | 1 | 3 |
| -1.48% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
Worst depth first · lengths in trading days.