$26.39
+0.17 (+0.65%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 77.72% | Sharpe | 0.32 |
| Sortino | 0.46 |
| Beta | 3.47 | Correlation | 0.57 |
| Up capture | 184.65% | Down capture | 371.15% |
Relative Value shows 2.54 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.94% | Ulcer Index | 36.75 |
| MTD | −16.86% | QTD | −44.24% |
| YTD | 33.22% | Window (ann., 3.0y) | −5.45% |
| Skewness | 0.28 | Excess Kurtosis | 7.76 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.08 |
| Gain/Pain | 0.06 | Hit Rate | 48.93% |
| Win/Loss | 1.10 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.83% | -14.74% | -7.96% | -11.29% |
| CVaR (ES) | -11.23% | -19.33% | -10.00% | -12.95% |
| VaR (Cornish-Fisher) | — | — | -6.79% | -19.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.94% | 2024-12-04 | 2025-04-21 | 2026-05-06 | 92 | 262 |
| -50.83% | 2026-06-02 | 2026-08-20 | ongoing | 52 | — |
| -43.67% | 2024-07-16 | 2024-11-08 | 2024-12-04 | 82 | 17 |
| -38.35% | 2023-09-01 | 2024-04-19 | 2024-06-20 | 158 | 42 |
| -24.10% | 2026-05-06 | 2026-05-07 | 2026-05-28 | 1 | 14 |
| -11.07% | 2026-05-28 | 2026-06-01 | 2026-06-02 | 2 | 1 |
| -4.31% | 2024-06-26 | 2024-06-27 | 2024-07-01 | 1 | 2 |
| -3.84% | 2023-08-21 | 2023-08-28 | 2023-08-31 | 5 | 3 |
| -3.33% | 2024-07-02 | 2024-07-10 | 2024-07-11 | 5 | 1 |
| -0.15% | 2024-06-20 | 2024-06-21 | 2024-06-24 | 1 | 1 |
Worst depth first · lengths in trading days.