$7.38
-0.04 (-0.54%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 88.29% | Sharpe | 1.00 |
| Sortino | 1.74 |
| Beta | 2.10 | Correlation | 0.31 |
| Up capture | 336.68% | Down capture | 149.39% |
Relative Value shows 1.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −59.23% | Ulcer Index | 33.42 |
| MTD | 2.79% | QTD | 40.04% |
| YTD | 80.44% | Window (ann., 3.0y) | 65.49% |
| Skewness | 1.22 | Excess Kurtosis | 4.19 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.36 |
| Gain/Pain | 0.20 | Hit Rate | 45.14% |
| Win/Loss | 1.30 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.40% | -11.06% | -8.80% | -12.59% |
| CVaR (ES) | -9.51% | -13.58% | -11.12% | -14.47% |
| VaR (Cornish-Fisher) | — | — | -6.25% | -9.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.23% | 2024-04-08 | 2024-10-03 | 2025-07-01 | 124 | 184 |
| -48.06% | 2025-10-17 | 2026-03-27 | 2026-07-16 | 110 | 73 |
| -36.20% | 2023-08-22 | 2023-11-30 | 2024-01-02 | 70 | 21 |
| -25.57% | 2024-01-09 | 2024-03-22 | 2024-04-03 | 51 | 7 |
| -14.69% | 2025-07-23 | 2025-07-29 | 2025-07-31 | 4 | 2 |
| -11.24% | 2024-01-02 | 2024-01-03 | 2024-01-04 | 1 | 1 |
| -9.09% | 2025-09-23 | 2025-10-10 | 2025-10-14 | 13 | 2 |
| -8.92% | 2025-08-04 | 2025-08-15 | 2025-08-21 | 9 | 4 |
| -8.67% | 2025-10-14 | 2025-10-16 | 2025-10-17 | 2 | 1 |
| -6.42% | 2025-08-26 | 2025-09-08 | 2025-09-09 | 8 | 1 |
Worst depth first · lengths in trading days.