$14.77
-0.15 (-1.01%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 122.41% | Sharpe | 0.99 |
| Sortino | 1.68 |
| Beta | 0.52 | Correlation | 0.06 |
| Up capture | 117.32% | Down capture | −517.85% |
Relative Value shows −0.09 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.37% | Ulcer Index | 27.94 |
| MTD | −8.83% | QTD | −33.11% |
| YTD | −13.98% | Window (ann., 3.0y) | 63.38% |
| Skewness | 1.23 | Excess Kurtosis | 6.41 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.32 |
| Gain/Pain | 0.21 | Hit Rate | 42.72% |
| Win/Loss | 1.31 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.00% | -16.81% | -12.20% | -17.46% |
| CVaR (ES) | -14.60% | -21.30% | -15.43% | -20.07% |
| VaR (Cornish-Fisher) | — | — | -8.28% | -17.60% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.37% | 2025-07-28 | 2026-04-09 | 2026-05-01 | 176 | 16 |
| -54.94% | 2026-05-13 | 2026-07-28 | ongoing | 47 | — |
| -46.15% | 2024-12-17 | 2025-03-19 | 2025-05-01 | 61 | 30 |
| -43.03% | 2023-08-25 | 2023-11-16 | 2024-02-08 | 58 | 56 |
| -34.72% | 2024-02-08 | 2024-04-25 | 2024-12-11 | 53 | 159 |
| -34.03% | 2025-06-03 | 2025-06-17 | 2025-07-17 | 10 | 20 |
| -15.67% | 2026-05-06 | 2026-05-07 | 2026-05-13 | 1 | 4 |
| -14.11% | 2025-05-02 | 2025-05-05 | 2025-05-09 | 1 | 4 |
| -10.91% | 2025-07-17 | 2025-07-22 | 2025-07-24 | 3 | 2 |
| -10.24% | 2026-05-01 | 2026-05-04 | 2026-05-05 | 1 | 1 |
Worst depth first · lengths in trading days.