$11.63
+1.15 (+10.97%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.88% | Sharpe | −0.06 |
| Sortino | −0.09 |
| Beta | 1.49 | Correlation | 0.40 |
| Up capture | 38.47% | Down capture | 266.89% |
Relative Value shows 1.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −80.48% | Ulcer Index | 56.22 |
| MTD | 34.30% | QTD | 27.24% |
| YTD | 88.49% | Window (ann., 3.0y) | −21.98% |
| Skewness | 1.68 | Excess Kurtosis | 22.49 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.12 |
| Gain/Pain | −0.01 | Hit Rate | 45.94% |
| Win/Loss | 1.15 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.05% | -8.86% | -6.84% | -9.67% |
| CVaR (ES) | -8.17% | -14.17% | -8.58% | -11.08% |
| VaR (Cornish-Fisher) | — | — | -2.76% | -21.95% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.48% | 2024-03-08 | 2026-03-27 | ongoing | 514 | — |
| -21.24% | 2023-08-30 | 2023-11-09 | 2023-12-27 | 50 | 32 |
| -13.41% | 2023-12-27 | 2024-01-12 | 2024-03-05 | 11 | 35 |
| -4.40% | 2023-08-23 | 2023-08-25 | 2023-08-30 | 2 | 3 |
Worst depth first · lengths in trading days.