$27.61
+0.75 (+2.79%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2017-02-22 — the price history has a 315-day gap before it.
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.61% | Sharpe | 0.42 |
| Sortino | 0.63 |
| Beta | 0.28 | Correlation | 0.07 |
| Up capture | 146.20% | Down capture | 230.40% |
Relative Value shows 0.30 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.14% | Ulcer Index | 28.98 |
| MTD | 29.50% | QTD | 19.42% |
| YTD | −6.53% | Window (ann., 3.0y) | 8.91% |
| Skewness | 0.23 | Excess Kurtosis | 1.74 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.10 |
| Gain/Pain | 0.08 | Hit Rate | 48.67% |
| Win/Loss | 1.12 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.96% | -8.65% | -5.16% | -7.33% |
| CVaR (ES) | -6.88% | -10.01% | -6.49% | -8.41% |
| VaR (Cornish-Fisher) | — | — | -4.84% | -8.04% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.14% | 2024-11-06 | 2025-04-07 | 2025-10-02 | 102 | 123 |
| -47.12% | 2026-03-27 | 2026-07-29 | ongoing | 82 | — |
| -25.83% | 2025-10-14 | 2025-10-30 | 2026-01-14 | 12 | 51 |
| -23.79% | 2024-03-08 | 2024-09-10 | 2024-10-11 | 127 | 23 |
| -18.59% | 2026-01-21 | 2026-02-27 | 2026-03-27 | 26 | 20 |
| -14.51% | 2023-10-10 | 2023-11-13 | 2024-01-19 | 24 | 46 |
| -11.93% | 2024-02-01 | 2024-02-20 | 2024-03-08 | 12 | 13 |
| -10.22% | 2024-10-11 | 2024-10-23 | 2024-11-05 | 8 | 9 |
| -8.46% | 2023-09-29 | 2023-10-04 | 2023-10-10 | 3 | 4 |
| -4.92% | 2023-09-14 | 2023-09-22 | 2023-09-27 | 6 | 3 |
Worst depth first · lengths in trading days.