$11.68
+0.12 (+1.04%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 61.46% | Sharpe | 0.12 |
| Sortino | 0.15 |
| Beta | 1.18 | Correlation | 0.24 |
| Up capture | 59.67% | Down capture | 113.94% |
Relative Value shows 1.26 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −80.32% | Ulcer Index | 44.86 |
| MTD | 15.87% | QTD | 9.57% |
| YTD | 143.33% | Window (ann., 3.0y) | −15.28% |
| Skewness | −5.42 | Excess Kurtosis | 89.37 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.17 |
| Gain/Pain | 0.03 | Hit Rate | 49.13% |
| Win/Loss | 1.02 | Upside Potential | 0.36 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.36% | -8.22% | -6.34% | -8.98% |
| CVaR (ES) | -8.48% | -18.01% | -7.96% | -10.29% |
| VaR (Cornish-Fisher) | — | — | -3.19% | -62.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.32% | 2024-12-16 | 2026-01-02 | ongoing | 261 | — |
| -17.97% | 2023-09-01 | 2023-10-30 | 2023-12-11 | 40 | 29 |
| -15.92% | 2024-07-31 | 2024-09-09 | 2024-12-10 | 27 | 65 |
| -12.58% | 2024-03-08 | 2024-07-09 | 2024-07-31 | 83 | 16 |
| -6.17% | 2024-01-25 | 2024-02-07 | 2024-02-15 | 9 | 6 |
| -5.56% | 2023-12-27 | 2024-01-17 | 2024-01-25 | 13 | 6 |
| -3.02% | 2024-02-15 | 2024-02-22 | 2024-03-05 | 4 | 8 |
| -1.70% | 2023-12-14 | 2023-12-18 | 2023-12-21 | 2 | 3 |
| -1.54% | 2024-12-11 | 2024-12-13 | 2024-12-16 | 2 | 1 |
| -1.53% | 2023-08-21 | 2023-08-24 | 2023-09-01 | 3 | 6 |
Worst depth first · lengths in trading days.