$9.17
-0.84 (-8.39%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.58% | Sharpe | −0.71 |
| Sortino | −0.87 |
| Beta | 0.90 | Correlation | 0.22 |
| Up capture | −59.27% | Down capture | 288.11% |
Relative Value shows 0.73 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −88.37% | Ulcer Index | 44.92 |
| MTD | −32.07% | QTD | −33.93% |
| YTD | −57.38% | Window (ann., 3.0y) | −46.50% |
| Skewness | −2.39 | Excess Kurtosis | 19.57 |
| Omega (θ=0) | 0.87 | Tail Ratio | 0.83 |
| Gain/Pain | −0.13 | Hit Rate | 51.60% |
| Win/Loss | 0.81 | Upside Potential | 0.35 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.65% | -10.69% | -6.45% | -9.05% |
| CVaR (ES) | -10.41% | -20.85% | -8.04% | -10.34% |
| VaR (Cornish-Fisher) | — | — | -7.12% | -25.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.37% | 2024-11-07 | 2026-08-21 | ongoing | 443 | — |
| -34.09% | 2024-02-29 | 2024-06-21 | 2024-10-08 | 78 | 75 |
| -16.74% | 2023-09-01 | 2023-10-02 | 2023-12-13 | 20 | 51 |
| -5.73% | 2024-01-23 | 2024-02-05 | 2024-02-23 | 9 | 13 |
| -5.51% | 2024-10-17 | 2024-10-31 | 2024-11-07 | 10 | 5 |
| -5.11% | 2024-01-02 | 2024-01-09 | 2024-01-23 | 5 | 9 |
| -1.55% | 2024-10-09 | 2024-10-10 | 2024-10-15 | 1 | 3 |
| -1.36% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
| -1.29% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -1.21% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
Worst depth first · lengths in trading days.