$10.90
+0.19 (+1.77%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 101.13% | Sharpe | 0.72 |
| Sortino | 1.19 |
| Beta | 1.31 | Correlation | 0.21 |
| Up capture | 181.38% | Down capture | 45.28% |
Relative Value shows 1.46 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −76.30% | Ulcer Index | 49.11 |
| MTD | −4.56% | QTD | 1.77% |
| YTD | 1.86% | Window (ann., 3.0y) | 27.52% |
| Skewness | 1.65 | Excess Kurtosis | 13.75 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.13 |
| Gain/Pain | 0.15 | Hit Rate | 47.47% |
| Win/Loss | 1.20 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.46% | -16.10% | -10.19% | -14.53% |
| CVaR (ES) | -12.79% | -18.56% | -12.85% | -16.69% |
| VaR (Cornish-Fisher) | — | — | -5.11% | -20.76% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.30% | 2024-09-12 | 2025-05-05 | ongoing | 160 | — |
| -56.78% | 2024-05-15 | 2024-06-25 | 2024-09-12 | 27 | 55 |
| -39.94% | 2023-09-11 | 2023-10-05 | 2023-10-16 | 18 | 7 |
| -39.27% | 2024-02-29 | 2024-03-13 | 2024-04-30 | 9 | 33 |
| -29.49% | 2023-10-23 | 2023-11-01 | 2023-11-21 | 7 | 14 |
| -27.17% | 2023-12-08 | 2024-01-02 | 2024-02-21 | 15 | 34 |
| -16.27% | 2024-05-03 | 2024-05-07 | 2024-05-09 | 2 | 2 |
| -10.46% | 2023-10-16 | 2023-10-18 | 2023-10-20 | 2 | 2 |
| -8.54% | 2023-08-23 | 2023-08-28 | 2023-08-30 | 3 | 2 |
| -8.04% | 2023-11-24 | 2023-12-05 | 2023-12-08 | 7 | 3 |
Worst depth first · lengths in trading days.