$15.69
+0.47 (+3.12%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2024-07-17 — the price history has a 3009-day gap before it.
From 523 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.48% | Sharpe | 1.60 |
| Sortino | 2.46 |
| Beta | −0.79 | Correlation | −0.15 |
| Up capture | 258.98% | Down capture | −463.31% |
Relative Value shows −0.62 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.53% | Ulcer Index | 16.64 |
| MTD | 27.31% | QTD | 28.04% |
| YTD | 7.51% | Window (ann., 2.1y) | 125.99% |
| Skewness | 0.02 | Excess Kurtosis | 0.47 |
| Omega (θ=0) | 1.30 | Tail Ratio | 1.08 |
| Gain/Pain | 0.30 | Hit Rate | 52.96% |
| Win/Loss | 1.11 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.20% | -9.52% | -6.27% | -9.04% |
| CVaR (ES) | -8.29% | -11.12% | -7.97% | -10.42% |
| VaR (Cornish-Fisher) | — | — | -6.21% | -9.43% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.53% | 2026-04-20 | 2026-07-16 | ongoing | 57 | — |
| -33.29% | 2025-10-01 | 2025-11-20 | 2025-12-22 | 36 | 21 |
| -32.71% | 2026-02-27 | 2026-03-20 | 2026-04-20 | 15 | 20 |
| -24.36% | 2025-07-03 | 2025-07-28 | 2025-08-26 | 16 | 21 |
| -21.00% | 2026-01-28 | 2026-02-05 | 2026-02-24 | 6 | 12 |
| -19.70% | 2025-04-16 | 2025-04-30 | 2025-06-03 | 9 | 23 |
| -19.67% | 2025-03-24 | 2025-04-07 | 2025-04-15 | 10 | 6 |
| -17.99% | 2025-06-04 | 2025-06-24 | 2025-07-02 | 13 | 6 |
| -12.50% | 2024-09-16 | 2024-10-03 | 2024-10-23 | 13 | 14 |
| -11.66% | 2024-10-24 | 2024-11-18 | 2024-12-17 | 17 | 20 |
Worst depth first · lengths in trading days.