$4.82
-0.09 (-1.83%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.60% | Sharpe | 0.11 |
| Sortino | 0.16 |
| Beta | 0.24 | Correlation | 0.06 |
| Up capture | 61.60% | Down capture | 170.16% |
Relative Value shows −0.14 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.11% | Ulcer Index | 34.75 |
| MTD | 23.27% | QTD | 21.11% |
| YTD | 5.47% | Window (ann., 3.0y) | −9.68% |
| Skewness | 0.20 | Excess Kurtosis | 4.51 |
| Omega (θ=0) | 1.02 | Tail Ratio | 0.91 |
| Gain/Pain | 0.02 | Hit Rate | 48.07% |
| Win/Loss | 1.02 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.71% | -9.59% | -5.94% | -8.42% |
| CVaR (ES) | -8.26% | -12.91% | -7.46% | -9.65% |
| VaR (Cornish-Fisher) | — | — | -5.40% | -11.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.11% | 2024-07-23 | 2025-04-14 | ongoing | 182 | — |
| -31.42% | 2023-09-12 | 2024-03-08 | 2024-07-22 | 123 | 93 |
| -6.57% | 2023-08-21 | 2023-08-24 | 2023-08-31 | 3 | 5 |
| -0.59% | 2023-09-05 | 2023-09-06 | 2023-09-07 | 1 | 1 |
| -0.56% | 2023-09-08 | 2023-09-11 | 2023-09-12 | 1 | 1 |
Worst depth first · lengths in trading days.