$17.06
+0.40 (+2.40%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 61.79% | Sharpe | 0.38 |
| Sortino | 0.59 |
| Beta | 0.44 | Correlation | 0.09 |
| Up capture | 112.69% | Down capture | 143.11% |
Relative Value shows 0.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.57% | Ulcer Index | 29.21 |
| MTD | −10.68% | QTD | 0.18% |
| YTD | −30.62% | Window (ann., 3.0y) | 5.00% |
| Skewness | 0.60 | Excess Kurtosis | 3.05 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.18 |
| Gain/Pain | 0.07 | Hit Rate | 48.26% |
| Win/Loss | 1.13 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.46% | -9.44% | -6.31% | -8.96% |
| CVaR (ES) | -7.84% | -11.65% | -7.94% | -10.28% |
| VaR (Cornish-Fisher) | — | — | -5.39% | -9.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.57% | 2026-01-28 | 2026-06-23 | ongoing | 95 | — |
| -49.83% | 2024-10-02 | 2025-04-08 | 2025-10-27 | 128 | 139 |
| -43.49% | 2023-08-29 | 2024-02-02 | 2024-05-15 | 108 | 71 |
| -28.56% | 2024-06-21 | 2024-08-22 | 2024-09-24 | 43 | 22 |
| -24.57% | 2025-10-29 | 2025-11-20 | 2026-01-14 | 16 | 36 |
| -18.21% | 2024-05-17 | 2024-05-29 | 2024-06-20 | 7 | 15 |
| -9.21% | 2026-01-14 | 2026-01-20 | 2026-01-22 | 3 | 2 |
| -2.48% | 2023-08-24 | 2023-08-25 | 2023-08-29 | 1 | 2 |
| -1.93% | 2024-09-24 | 2024-09-25 | 2024-09-26 | 1 | 1 |
| -0.95% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.