$2.92
-0.12 (-3.95%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 61.51% | Sharpe | −0.15 |
| Sortino | −0.23 |
| Beta | −0.01 | Correlation | −0.00 |
| Up capture | −28.18% | Down capture | 19.10% |
Relative Value shows 0.56 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.33% | Ulcer Index | 45.91 |
| MTD | −14.62% | QTD | −9.88% |
| YTD | −5.50% | Window (ann., 3.0y) | −24.40% |
| Skewness | 0.70 | Excess Kurtosis | 13.22 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.16 |
| Gain/Pain | −0.03 | Hit Rate | 44.93% |
| Win/Loss | 1.10 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.30% | -9.26% | -6.41% | -9.05% |
| CVaR (ES) | -8.18% | -14.42% | -8.03% | -10.36% |
| VaR (Cornish-Fisher) | — | — | -4.57% | -18.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.33% | 2023-09-27 | 2025-04-14 | ongoing | 387 | — |
| -4.41% | 2023-08-29 | 2023-09-13 | 2023-09-21 | 10 | 6 |
| -2.05% | 2023-08-21 | 2023-08-22 | 2023-08-29 | 1 | 5 |
Worst depth first · lengths in trading days.