$4.37
+0.13 (+3.07%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 61.69% | Sharpe | −0.58 |
| Sortino | −0.83 |
| Beta | 1.61 | Correlation | 0.41 |
| Up capture | 28.68% | Down capture | 505.45% |
Relative Value shows 1.52 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −85.97% | Ulcer Index | 56.58 |
| MTD | 13.21% | QTD | 3.07% |
| YTD | −38.28% | Window (ann., 3.0y) | −42.09% |
| Skewness | 0.24 | Excess Kurtosis | 11.72 |
| Omega (θ=0) | 0.90 | Tail Ratio | 1.01 |
| Gain/Pain | −0.10 | Hit Rate | 46.66% |
| Win/Loss | 1.01 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.66% | -9.02% | -6.54% | -9.18% |
| CVaR (ES) | -8.37% | -13.67% | -8.16% | -10.50% |
| VaR (Cornish-Fisher) | — | — | -5.34% | -19.05% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -85.97% | 2024-10-16 | 2026-07-29 | ongoing | 440 | — |
| -44.28% | 2023-08-29 | 2023-11-10 | 2024-02-22 | 52 | 69 |
| -24.98% | 2024-02-27 | 2024-07-03 | 2024-09-09 | 88 | 46 |
| -18.50% | 2024-09-12 | 2024-10-03 | 2024-10-16 | 15 | 9 |
| -0.26% | 2024-09-10 | 2024-09-11 | 2024-09-12 | 1 | 1 |
Worst depth first · lengths in trading days.