$13.25
+0.00 (+0.00%)
USD · as of 2026-07-28 · marketstack
stale — last close 2026-07-28, not a live quote
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.62% | Sharpe | −0.09 |
| Sortino | −0.16 |
| Beta | −0.15 | Correlation | −0.03 |
| Up capture | −42.77% | Down capture | −37.68% |
Relative Value shows 0.43 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.58% | Ulcer Index | 45.72 |
| MTD | 0.30% | QTD | 0.30% |
| YTD | 63.58% | Window (ann., 3.0y) | −19.21% |
| Skewness | 6.25 | Excess Kurtosis | 110.40 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.07 |
| Gain/Pain | −0.02 | Hit Rate | 45.66% |
| Win/Loss | 1.05 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.86% | -8.62% | -6.20% | -8.76% |
| CVaR (ES) | -7.30% | -14.49% | -7.77% | -10.03% |
| VaR (Cornish-Fisher) | — | — | 11.59% | -33.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.58% | 2023-08-02 | 2025-12-04 | ongoing | 588 | — |
Worst depth first · lengths in trading days.