$15.97
+0.28 (+1.78%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 61.47% | Sharpe | −0.01 |
| Sortino | −0.01 |
| Beta | 1.10 | Correlation | 0.24 |
| Up capture | 57.09% | Down capture | 225.46% |
Relative Value shows 1.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −70.93% | Ulcer Index | 43.31 |
| MTD | −3.85% | QTD | −22.17% |
| YTD | 36.63% | Window (ann., 3.0y) | −17.90% |
| Skewness | −0.42 | Excess Kurtosis | 9.81 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.07 |
| Gain/Pain | −0.00 | Hit Rate | 49.00% |
| Win/Loss | 1.02 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.34% | -9.49% | -6.37% | -9.01% |
| CVaR (ES) | -8.87% | -16.11% | -7.99% | -10.32% |
| VaR (Cornish-Fisher) | — | — | -6.05% | -18.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -70.93% | 2023-09-01 | 2025-06-02 | ongoing | 437 | — |
| -0.64% | 2023-08-29 | 2023-08-30 | 2023-09-01 | 1 | 2 |
| -0.06% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.