$9.17
+0.17 (+1.89%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 109.55% | Sharpe | 1.01 |
| Sortino | 1.84 |
| Beta | 2.84 | Correlation | 0.37 |
| Up capture | 386.59% | Down capture | 175.80% |
| Max Drawdown | −72.41% | Ulcer Index | 40.40 |
| MTD | 28.97% | QTD | 8.91% |
| YTD | 141.32% | Window (ann., 3.0y) | 71.90% |
| Skewness | 1.90 | Excess Kurtosis | 10.65 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.51 |
| Gain/Pain | 0.21 | Hit Rate | 45.71% |
| Win/Loss | 1.34 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.18% | -13.52% | -10.91% | -15.62% |
| CVaR (ES) | -11.39% | -17.38% | -13.80% | -17.95% |
| VaR (Cornish-Fisher) | — | — | -5.22% | -13.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.41% | 2025-02-18 | 2025-08-08 | 2026-01-14 | 119 | 109 |
| -62.91% | 2023-09-06 | 2024-04-25 | 2024-09-10 | 160 | 94 |
| -40.61% | 2026-01-14 | 2026-02-23 | 2026-04-16 | 26 | 35 |
| -30.74% | 2026-04-22 | 2026-05-15 | 2026-06-11 | 17 | 15 |
| -26.15% | 2026-06-29 | 2026-07-24 | 2026-08-10 | 18 | 11 |
| -23.62% | 2024-09-10 | 2024-09-26 | 2024-11-01 | 12 | 26 |
| -20.80% | 2025-01-06 | 2025-01-13 | 2025-02-04 | 4 | 15 |
| -19.07% | 2024-12-10 | 2024-12-19 | 2025-01-02 | 7 | 8 |
| -18.31% | 2026-06-18 | 2026-06-22 | 2026-06-29 | 1 | 5 |
| -13.92% | 2024-11-11 | 2024-11-15 | 2024-11-19 | 4 | 2 |
Worst depth first · lengths in trading days.