$5.02
-0.02 (-0.40%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 92.11% | Sharpe | 0.51 |
| Sortino | 0.86 |
| Beta | 3.37 | Correlation | 0.52 |
| Up capture | 158.70% | Down capture | −20.56% |
Relative Value shows 2.73 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.91% | Ulcer Index | 38.67 |
| MTD | 18.68% | QTD | −9.39% |
| YTD | 27.41% | Window return | 6.36% |
| Skewness | 1.00 | Excess Kurtosis | 2.43 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.56 |
| Gain/Pain | 0.10 | Hit Rate | 44.98% |
| Win/Loss | 1.29 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.41% | -12.44% | -9.36% | -13.31% |
| CVaR (ES) | -10.27% | -14.53% | -11.78% | -15.28% |
| VaR (Cornish-Fisher) | — | — | -7.32% | -10.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.91% | 2025-10-15 | 2026-03-31 | ongoing | 114 | — |
| -10.84% | 2025-09-25 | 2025-09-30 | 2025-10-06 | 3 | 4 |
| -10.15% | 2025-10-06 | 2025-10-10 | 2025-10-14 | 4 | 2 |
| -7.19% | 2025-08-27 | 2025-09-05 | 2025-09-15 | 6 | 6 |
| -6.69% | 2025-09-15 | 2025-09-19 | 2025-09-25 | 4 | 4 |
| -0.42% | 2025-08-25 | 2025-08-26 | 2025-08-27 | 1 | 1 |
Worst depth first · lengths in trading days.