$9.48
+0.19 (+2.05%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 67.85% | Sharpe | 0.14 |
| Sortino | 0.20 |
| Beta | 1.30 | Correlation | 0.23 |
| Up capture | 82.22% | Down capture | 176.39% |
Relative Value shows 0.84 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −70.32% | Ulcer Index | 38.73 |
| MTD | −0.42% | QTD | 9.60% |
| YTD | −54.94% | Window (ann., 3.0y) | −13.04% |
| Skewness | −0.10 | Excess Kurtosis | 24.00 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.08 |
| Gain/Pain | 0.03 | Hit Rate | 51.20% |
| Win/Loss | 0.96 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.17% | -9.11% | -6.99% | -9.91% |
| CVaR (ES) | -9.50% | -20.30% | -8.78% | -11.35% |
| VaR (Cornish-Fisher) | — | — | -5.04% | -34.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -70.32% | 2024-02-09 | 2024-10-10 | 2025-10-31 | 168 | 265 |
| -69.18% | 2026-01-08 | 2026-05-06 | ongoing | 81 | — |
| -45.63% | 2023-08-31 | 2023-10-30 | 2024-01-29 | 41 | 61 |
| -13.37% | 2025-11-26 | 2025-12-17 | 2026-01-08 | 14 | 14 |
| -5.49% | 2025-11-12 | 2025-11-20 | 2025-11-25 | 6 | 3 |
| -3.48% | 2024-01-29 | 2024-01-31 | 2024-02-01 | 2 | 1 |
| -2.59% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -2.28% | 2024-02-01 | 2024-02-07 | 2024-02-09 | 4 | 2 |
| -1.06% | 2025-11-05 | 2025-11-06 | 2025-11-07 | 1 | 1 |
Worst depth first · lengths in trading days.