$13.70
-0.02 (-0.15%)
USD · as of 2026-08-21 · marketstack
From 246 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 153.47% | Sharpe | 2.03 |
| Sortino | 5.08 |
| Beta | 5.86 | Correlation | 0.12 |
| Up capture | 2859.12% | Down capture | 610.45% |
Relative Value shows 1.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.11% | Ulcer Index | 21.11 |
| MTD | 5.38% | QTD | 19.13% |
| YTD | 864.79% | Window return | 720.36% |
| Skewness | 4.37 | Excess Kurtosis | 32.37 |
| Omega (θ=0) | 1.64 | Tail Ratio | 1.75 |
| Gain/Pain | 0.64 | Hit Rate | 50.81% |
| Win/Loss | 1.48 | Upside Potential | 0.82 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.07% | -15.04% | -14.66% | -21.25% |
| CVaR (ES) | -12.60% | -16.18% | -18.70% | -24.53% |
| VaR (Cornish-Fisher) | — | — | 7.14% | 6.27% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.11% | 2025-09-11 | 2025-12-08 | 2026-01-20 | 61 | 28 |
| -44.58% | 2026-04-20 | 2026-07-14 | ongoing | 54 | — |
| -39.23% | 2026-01-30 | 2026-03-27 | 2026-04-09 | 39 | 6 |
| -15.50% | 2026-04-14 | 2026-04-15 | 2026-04-17 | 1 | 2 |
| -7.00% | 2026-04-09 | 2026-04-10 | 2026-04-13 | 1 | 1 |
| -4.49% | 2025-09-03 | 2025-09-08 | 2025-09-11 | 3 | 3 |
| -3.61% | 2026-01-27 | 2026-01-28 | 2026-01-29 | 1 | 1 |
| -2.96% | 2025-08-21 | 2025-08-25 | 2025-08-27 | 2 | 2 |
| -0.83% | 2025-08-27 | 2025-08-28 | 2025-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.