$17.62
+0.29 (+1.67%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.43% | Sharpe | −0.12 |
| Sortino | −0.17 |
| Beta | 1.70 | Correlation | 0.45 |
| Up capture | 135.13% | Down capture | 519.91% |
Relative Value shows 1.34 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −72.13% | Ulcer Index | 47.10 |
| MTD | −7.77% | QTD | 16.85% |
| YTD | 3.30% | Window (ann., 3.0y) | −21.15% |
| Skewness | 0.01 | Excess Kurtosis | 45.11 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.07 |
| Gain/Pain | −0.02 | Hit Rate | 46.67% |
| Win/Loss | 1.10 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.58% | -8.72% | -5.98% | -8.44% |
| CVaR (ES) | -7.82% | -14.77% | -7.49% | -9.67% |
| VaR (Cornish-Fisher) | — | — | -2.67% | -46.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.13% | 2024-05-20 | 2025-04-10 | ongoing | 223 | — |
| -19.81% | 2023-09-01 | 2023-10-31 | 2023-12-14 | 41 | 31 |
| -10.79% | 2023-12-26 | 2024-01-17 | 2024-02-05 | 14 | 13 |
| -9.79% | 2024-03-28 | 2024-04-17 | 2024-05-14 | 13 | 19 |
| -6.71% | 2024-02-15 | 2024-03-05 | 2024-03-27 | 12 | 16 |
| -4.95% | 2024-02-12 | 2024-02-13 | 2024-02-15 | 1 | 2 |
| -2.35% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
| -2.16% | 2023-08-23 | 2023-08-25 | 2023-08-30 | 2 | 3 |
| -1.56% | 2023-12-14 | 2023-12-18 | 2023-12-19 | 2 | 1 |
| -1.52% | 2024-05-15 | 2024-05-16 | 2024-05-20 | 1 | 2 |
Worst depth first · lengths in trading days.