$4.46
-0.05 (-1.11%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 106.95% | Sharpe | 0.49 |
| Sortino | 0.94 |
| Beta | 2.34 | Correlation | 0.38 |
| Up capture | 180.85% | Down capture | 284.09% |
Relative Value shows 1.84 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.28% | Ulcer Index | 47.31 |
| MTD | 11.50% | QTD | −7.66% |
| YTD | 57.60% | Window (ann., 3.0y) | 4.85% |
| Skewness | 6.96 | Excess Kurtosis | 121.91 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.25 |
| Gain/Pain | 0.12 | Hit Rate | 44.80% |
| Win/Loss | 1.27 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.09% | -12.74% | -10.87% | -15.46% |
| CVaR (ES) | -11.13% | -20.21% | -13.69% | -17.75% |
| VaR (Cornish-Fisher) | — | — | 25.17% | -50.05% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.28% | 2023-08-29 | 2025-03-26 | 2026-06-16 | 394 | 304 |
| -32.63% | 2026-07-23 | 2026-07-29 | 2026-08-11 | 4 | 9 |
| -18.01% | 2026-08-12 | 2026-08-21 | ongoing | 7 | — |
| -17.46% | 2026-06-22 | 2026-07-07 | 2026-07-14 | 10 | 5 |
| -9.43% | 2026-07-14 | 2026-07-16 | 2026-07-21 | 2 | 3 |
| -7.97% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -1.18% | 2026-07-21 | 2026-07-22 | 2026-07-23 | 1 | 1 |
Worst depth first · lengths in trading days.