$14.01
+0.11 (+0.79%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 84.83% | Sharpe | 0.65 |
| Sortino | 0.98 |
| Beta | 2.70 | Correlation | 0.40 |
| Up capture | 256.70% | Down capture | 296.09% |
| Max Drawdown | −81.00% | Ulcer Index | 48.09 |
| MTD | 23.44% | QTD | −0.99% |
| YTD | 103.04% | Window (ann., 3.0y) | 19.39% |
| Skewness | −0.08 | Excess Kurtosis | 15.99 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.29 |
| Gain/Pain | 0.13 | Hit Rate | 47.93% |
| Win/Loss | 1.20 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.74% | -11.27% | -8.57% | -12.21% |
| CVaR (ES) | -10.39% | -19.86% | -10.80% | -14.02% |
| VaR (Cornish-Fisher) | — | — | -6.97% | -32.49% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.00% | 2024-02-28 | 2025-06-23 | 2026-05-29 | 329 | 235 |
| -46.88% | 2023-09-14 | 2023-11-10 | 2024-01-08 | 41 | 38 |
| -28.00% | 2026-06-29 | 2026-07-28 | ongoing | 20 | — |
| -19.59% | 2026-06-01 | 2026-06-11 | 2026-06-26 | 5 | 10 |
| -19.13% | 2024-01-08 | 2024-01-19 | 2024-01-25 | 8 | 4 |
| -13.59% | 2024-01-29 | 2024-02-21 | 2024-02-27 | 16 | 4 |
| -6.15% | 2023-08-22 | 2023-08-24 | 2023-09-07 | 2 | 9 |
| -5.35% | 2023-09-07 | 2023-09-11 | 2023-09-14 | 2 | 3 |
Worst depth first · lengths in trading days.