$18.28
-0.28 (-1.51%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.37% | Sharpe | 1.09 |
| Sortino | 1.73 |
| Beta | −2.18 | Correlation | −0.42 |
| Up capture | 59.01% | Down capture | −532.48% |
Relative Value shows −0.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.93% | Ulcer Index | 21.59 |
| MTD | 29.65% | QTD | 14.32% |
| YTD | 57.31% | Window (ann., 3.0y) | 63.33% |
| Skewness | 0.49 | Excess Kurtosis | 4.60 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.33 |
| Gain/Pain | 0.23 | Hit Rate | 50.00% |
| Win/Loss | 1.14 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.59% | -10.12% | -6.39% | -9.16% |
| CVaR (ES) | -8.46% | -13.72% | -8.09% | -10.53% |
| VaR (Cornish-Fisher) | — | — | -5.43% | -11.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.93% | 2024-10-07 | 2025-03-03 | 2025-07-16 | 99 | 93 |
| -44.23% | 2025-09-05 | 2025-12-24 | 2026-03-31 | 77 | 65 |
| -29.74% | 2024-05-14 | 2024-06-07 | 2024-09-16 | 17 | 68 |
| -28.99% | 2026-04-02 | 2026-05-21 | ongoing | 34 | — |
| -20.91% | 2024-04-22 | 2024-04-23 | 2024-05-08 | 1 | 11 |
| -18.12% | 2023-10-02 | 2023-12-12 | 2024-01-29 | 50 | 31 |
| -14.36% | 2025-08-28 | 2025-09-02 | 2025-09-04 | 2 | 2 |
| -9.95% | 2024-05-08 | 2024-05-13 | 2024-05-14 | 3 | 1 |
| -5.73% | 2024-09-24 | 2024-09-25 | 2024-09-26 | 1 | 1 |
| -5.49% | 2025-07-17 | 2025-07-22 | 2025-08-06 | 3 | 11 |
Worst depth first · lengths in trading days.