$1.51
-0.00 (-0.10%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 49.69% | Sharpe | −0.17 |
| Sortino | −0.26 |
| Beta | 0.71 | Correlation | 0.33 |
| Up capture | −0.01% | Down capture | 156.22% |
Relative Value shows 0.32 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.17% | Ulcer Index | 30.66 |
| MTD | 0.67% | QTD | −4.43% |
| YTD | −28.44% | Window (ann., 3.0y) | −18.81% |
| Skewness | 0.65 | Excess Kurtosis | 8.95 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.90 |
| Gain/Pain | −0.03 | Hit Rate | 41.76% |
| Win/Loss | 1.14 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.42% | -7.76% | -5.18% | -7.32% |
| CVaR (ES) | -6.98% | -11.91% | -6.49% | -8.38% |
| VaR (Cornish-Fisher) | — | — | -4.02% | -11.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.17% | 2024-08-22 | 2026-04-14 | ongoing | 410 | — |
| -22.34% | 2023-08-21 | 2023-11-09 | 2024-03-28 | 57 | 96 |
| -19.32% | 2024-05-14 | 2024-08-16 | 2024-08-22 | 65 | 4 |
| -9.82% | 2024-04-29 | 2024-05-02 | 2024-05-10 | 3 | 6 |
| -3.37% | 2024-04-09 | 2024-04-15 | 2024-04-17 | 4 | 2 |
| -2.68% | 2024-04-17 | 2024-04-18 | 2024-04-22 | 1 | 2 |
| -1.01% | 2024-03-29 | 2024-04-03 | 2024-04-08 | 3 | 3 |
| -0.50% | 2024-04-22 | 2024-04-23 | 2024-04-24 | 1 | 1 |
Worst depth first · lengths in trading days.