$8.04
-0.10 (-1.23%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.85% | Sharpe | 0.63 |
| Sortino | 1.02 |
| Beta | 2.59 | Correlation | 0.42 |
| Up capture | 127.39% | Down capture | −8.85% |
Relative Value shows 2.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.32% | Ulcer Index | 39.67 |
| MTD | −5.41% | QTD | −36.44% |
| YTD | 112.14% | Window (ann., 3.0y) | 22.36% |
| Skewness | 0.95 | Excess Kurtosis | 6.36 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.36 |
| Gain/Pain | 0.13 | Hit Rate | 47.40% |
| Win/Loss | 1.15 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.74% | -9.32% | -6.15% | -8.77% |
| CVaR (ES) | -7.76% | -12.93% | -7.75% | -10.06% |
| VaR (Cornish-Fisher) | — | — | -4.56% | -10.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.32% | 2023-09-01 | 2024-08-07 | 2025-02-12 | 233 | 129 |
| -52.72% | 2025-02-18 | 2025-04-08 | 2026-05-07 | 35 | 271 |
| -39.03% | 2026-07-01 | 2026-07-29 | ongoing | 19 | — |
| -18.80% | 2026-06-02 | 2026-06-18 | 2026-06-25 | 8 | 4 |
| -4.24% | 2026-05-08 | 2026-05-13 | 2026-05-18 | 3 | 3 |
| -3.72% | 2025-02-13 | 2025-02-14 | 2025-02-18 | 1 | 1 |
| -3.70% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -2.82% | 2026-05-18 | 2026-05-20 | 2026-05-21 | 2 | 1 |
Worst depth first · lengths in trading days.