$4.92
+0.36 (+7.89%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 71.44% | Sharpe | −0.38 |
| Sortino | −0.55 |
| Beta | 2.25 | Correlation | 0.50 |
| Up capture | 67.65% | Down capture | 580.94% |
Relative Value shows 1.60 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −85.57% | Ulcer Index | 47.46 |
| MTD | −13.23% | QTD | −17.31% |
| YTD | −61.95% | Window (ann., 3.0y) | −40.98% |
| Skewness | 0.26 | Excess Kurtosis | 15.65 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.15 |
| Gain/Pain | −0.07 | Hit Rate | 45.33% |
| Win/Loss | 1.05 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.58% | -8.56% | -7.51% | -10.58% |
| CVaR (ES) | -9.20% | -18.37% | -9.39% | -12.10% |
| VaR (Cornish-Fisher) | — | — | -5.75% | -26.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -85.57% | 2024-02-21 | 2026-08-12 | ongoing | 617 | — |
| -38.10% | 2023-09-05 | 2023-11-01 | 2023-12-04 | 41 | 22 |
| -16.89% | 2023-12-26 | 2024-01-17 | 2024-02-14 | 14 | 20 |
| -7.95% | 2023-08-21 | 2023-08-25 | 2023-08-31 | 4 | 4 |
| -5.56% | 2023-12-04 | 2023-12-11 | 2023-12-14 | 5 | 3 |
| -3.95% | 2023-12-14 | 2023-12-18 | 2023-12-21 | 2 | 3 |
| -0.78% | 2023-12-21 | 2023-12-22 | 2023-12-26 | 1 | 1 |
| -0.33% | 2024-02-16 | 2024-02-20 | 2024-02-21 | 1 | 1 |
Worst depth first · lengths in trading days.