$11.24
+0.07 (+0.63%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.71% | Sharpe | 0.37 |
| Sortino | 0.56 |
| Beta | 0.09 | Correlation | 0.02 |
| Up capture | 40.67% | Down capture | −25.25% |
Relative Value shows 0.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.19% | Ulcer Index | 32.94 |
| MTD | −9.06% | QTD | −4.26% |
| YTD | 45.41% | Window (ann., 3.0y) | 6.14% |
| Skewness | 0.53 | Excess Kurtosis | 6.27 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.14 |
| Gain/Pain | 0.07 | Hit Rate | 47.33% |
| Win/Loss | 1.13 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.59% | -7.43% | -5.18% | -7.36% |
| CVaR (ES) | -6.67% | -10.77% | -6.51% | -8.44% |
| VaR (Cornish-Fisher) | — | — | -4.28% | -10.45% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.19% | 2025-02-06 | 2025-11-17 | ongoing | 196 | — |
| -27.64% | 2023-08-30 | 2023-12-12 | 2024-12-05 | 72 | 247 |
| -8.03% | 2025-01-06 | 2025-01-14 | 2025-01-15 | 5 | 1 |
| -3.84% | 2025-01-31 | 2025-02-03 | 2025-02-04 | 1 | 1 |
| -3.70% | 2025-01-22 | 2025-01-27 | 2025-01-28 | 3 | 1 |
| -3.18% | 2024-12-26 | 2024-12-30 | 2025-01-03 | 2 | 3 |
| -3.09% | 2024-12-12 | 2024-12-18 | 2024-12-26 | 4 | 5 |
| -2.33% | 2025-01-28 | 2025-01-29 | 2025-01-30 | 1 | 1 |
| -1.52% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
| -1.28% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.