$4.50
+0.07 (+1.58%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.42% | Sharpe | 0.06 |
| Sortino | 0.08 |
| Beta | 1.15 | Correlation | 0.26 |
| Up capture | 136.53% | Down capture | 376.18% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −76.73% | Ulcer Index | 41.22 |
| MTD | 11.66% | QTD | 8.96% |
| YTD | 11.66% | Window (ann., 3.0y) | −12.27% |
| Skewness | 0.17 | Excess Kurtosis | 1.74 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.12 |
| Gain/Pain | 0.01 | Hit Rate | 48.40% |
| Win/Loss | 0.99 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.73% | -8.57% | -5.94% | -8.40% |
| CVaR (ES) | -7.69% | -10.89% | -7.45% | -9.63% |
| VaR (Cornish-Fisher) | — | — | -5.63% | -9.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.73% | 2023-09-15 | 2025-05-21 | ongoing | 421 | — |
| -6.58% | 2023-08-21 | 2023-09-07 | 2023-09-15 | 12 | 6 |
Worst depth first · lengths in trading days.