$1.24
+0.03 (+2.48%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 70.94% | Sharpe | 0.25 |
| Sortino | 0.42 |
| Beta | 1.69 | Correlation | 0.43 |
| Up capture | 81.90% | Down capture | 190.88% |
Relative Value shows 1.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.93% | Ulcer Index | 33.51 |
| MTD | 3.33% | QTD | −8.15% |
| YTD | −32.97% | Window (ann., 3.0y) | −5.94% |
| Skewness | 2.02 | Excess Kurtosis | 18.82 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.10 |
| Gain/Pain | 0.05 | Hit Rate | 43.12% |
| Win/Loss | 1.22 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.89% | -9.72% | -7.28% | -10.33% |
| CVaR (ES) | -8.39% | -13.67% | -9.15% | -11.84% |
| VaR (Cornish-Fisher) | — | — | -2.68% | -16.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.93% | 2025-09-15 | 2026-07-20 | ongoing | 207 | — |
| -51.07% | 2024-08-12 | 2024-11-18 | 2025-09-11 | 69 | 202 |
| -32.69% | 2023-09-18 | 2023-11-01 | 2023-11-03 | 32 | 2 |
| -20.79% | 2024-03-04 | 2024-03-14 | 2024-05-01 | 8 | 33 |
| -17.67% | 2024-05-09 | 2024-06-04 | 2024-08-09 | 17 | 46 |
| -12.86% | 2024-05-01 | 2024-05-03 | 2024-05-07 | 2 | 2 |
| -12.14% | 2023-12-22 | 2024-01-19 | 2024-02-01 | 17 | 9 |
| -11.18% | 2023-11-17 | 2023-12-15 | 2023-12-21 | 19 | 4 |
| -10.71% | 2023-11-06 | 2023-11-08 | 2023-11-17 | 2 | 7 |
| -9.23% | 2024-02-12 | 2024-02-13 | 2024-02-16 | 1 | 3 |
Worst depth first · lengths in trading days.