$11.27
+0.53 (+4.93%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 62.23% | Sharpe | 0.15 |
| Sortino | 0.23 |
| Beta | 2.00 | Correlation | 0.44 |
| Up capture | 173.33% | Down capture | 455.93% |
Relative Value shows 2.09 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −74.46% | Ulcer Index | 44.76 |
| MTD | −2.17% | QTD | 20.02% |
| YTD | −15.14% | Window (ann., 3.0y) | −9.06% |
| Skewness | 0.49 | Excess Kurtosis | 6.01 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.05 |
| Gain/Pain | 0.03 | Hit Rate | 49.87% |
| Win/Loss | 1.02 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.70% | -10.92% | -6.41% | -9.08% |
| CVaR (ES) | -8.68% | -14.44% | -8.05% | -10.41% |
| VaR (Cornish-Fisher) | — | — | -5.37% | -12.80% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.46% | 2024-04-03 | 2025-05-30 | ongoing | 290 | — |
| -16.17% | 2023-12-19 | 2024-01-19 | 2024-03-20 | 20 | 42 |
| -10.44% | 2023-09-01 | 2023-09-18 | 2023-09-29 | 10 | 9 |
| -8.70% | 2023-10-11 | 2023-10-23 | 2023-10-25 | 8 | 2 |
| -5.84% | 2023-12-04 | 2023-12-12 | 2023-12-14 | 6 | 2 |
| -5.30% | 2023-11-06 | 2023-11-09 | 2023-12-01 | 3 | 15 |
| -3.63% | 2023-10-02 | 2023-10-03 | 2023-10-11 | 1 | 6 |
| -3.36% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -1.76% | 2023-08-29 | 2023-08-30 | 2023-09-01 | 1 | 2 |
| -1.58% | 2024-03-28 | 2024-04-02 | 2024-04-03 | 2 | 1 |
Worst depth first · lengths in trading days.