$27.75
+1.02 (+3.82%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 94.33% | Sharpe | 0.79 |
| Sortino | 1.20 |
| Beta | 3.80 | Correlation | 0.49 |
| Up capture | 333.00% | Down capture | 218.82% |
Relative Value shows 2.72 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.05% | Ulcer Index | 33.33 |
| MTD | 20.39% | QTD | −0.61% |
| YTD | 48.00% | Window (ann., 3.0y) | 35.02% |
| Skewness | 0.26 | Excess Kurtosis | 2.28 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.20 |
| Gain/Pain | 0.15 | Hit Rate | 48.13% |
| Win/Loss | 1.15 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.71% | -14.40% | -9.48% | -13.53% |
| CVaR (ES) | -12.51% | -18.77% | -11.96% | -15.54% |
| VaR (Cornish-Fisher) | — | — | -8.75% | -15.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.05% | 2024-02-27 | 2024-09-25 | 2025-01-24 | 146 | 82 |
| -66.78% | 2025-02-19 | 2025-04-21 | 2025-06-26 | 42 | 46 |
| -60.08% | 2026-05-28 | 2026-07-29 | ongoing | 39 | — |
| -58.46% | 2025-10-15 | 2025-11-17 | 2026-04-09 | 23 | 95 |
| -45.32% | 2025-07-17 | 2025-09-10 | 2025-10-06 | 38 | 18 |
| -26.85% | 2023-10-26 | 2023-11-06 | 2023-12-28 | 7 | 36 |
| -23.22% | 2026-04-22 | 2026-04-28 | 2026-05-11 | 4 | 9 |
| -22.76% | 2023-08-22 | 2023-10-03 | 2023-10-26 | 29 | 17 |
| -20.39% | 2023-12-28 | 2024-01-18 | 2024-02-12 | 13 | 17 |
| -12.03% | 2025-01-24 | 2025-01-27 | 2025-01-31 | 1 | 4 |
Worst depth first · lengths in trading days.