$13.62
+0.73 (+5.66%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.54% | Sharpe | −0.06 |
| Sortino | −0.09 |
| Beta | 1.40 | Correlation | 0.42 |
| Up capture | 65.96% | Down capture | 347.68% |
Relative Value shows 0.78 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −79.35% | Ulcer Index | 51.39 |
| MTD | 6.07% | QTD | 10.11% |
| YTD | 13.21% | Window (ann., 3.0y) | −18.75% |
| Skewness | 0.09 | Excess Kurtosis | 4.97 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.08 |
| Gain/Pain | −0.01 | Hit Rate | 47.73% |
| Win/Loss | 1.06 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.34% | -9.28% | -6.08% | -8.59% |
| CVaR (ES) | -7.98% | -14.29% | -7.62% | -9.84% |
| VaR (Cornish-Fisher) | — | — | -5.62% | -12.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -79.35% | 2024-08-23 | 2026-03-18 | ongoing | 391 | — |
| -22.55% | 2024-03-27 | 2024-07-09 | 2024-08-16 | 70 | 28 |
| -15.38% | 2023-09-01 | 2023-11-01 | 2023-11-21 | 42 | 14 |
| -11.26% | 2023-12-04 | 2023-12-06 | 2023-12-28 | 2 | 15 |
| -9.95% | 2023-08-21 | 2023-08-28 | 2023-08-31 | 5 | 3 |
| -7.80% | 2023-12-28 | 2024-01-17 | 2024-01-26 | 12 | 7 |
| -7.48% | 2024-02-15 | 2024-02-22 | 2024-02-29 | 4 | 5 |
| -4.44% | 2024-03-04 | 2024-03-11 | 2024-03-15 | 5 | 4 |
| -4.18% | 2023-11-21 | 2023-11-22 | 2023-11-29 | 1 | 4 |
| -4.04% | 2024-03-21 | 2024-03-26 | 2024-03-27 | 3 | 1 |
Worst depth first · lengths in trading days.