$6.00
+0.15 (+2.56%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.81% | Sharpe | −0.28 |
| Sortino | −0.45 |
| Beta | 0.45 | Correlation | 0.11 |
| Up capture | −53.07% | Down capture | 62.36% |
Relative Value shows 1.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.81% | Ulcer Index | 56.38 |
| MTD | 12.99% | QTD | 6.38% |
| YTD | −18.48% | Window (ann., 3.0y) | −28.20% |
| Skewness | 3.31 | Excess Kurtosis | 38.58 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.88 |
| Gain/Pain | −0.06 | Hit Rate | 48.67% |
| Win/Loss | 0.96 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.78% | -10.48% | -6.26% | -8.83% |
| CVaR (ES) | -7.68% | -12.58% | -7.84% | -10.11% |
| VaR (Cornish-Fisher) | — | — | 0.99% | -18.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.81% | 2023-12-11 | 2026-05-14 | ongoing | 607 | — |
| -9.58% | 2023-10-11 | 2023-10-26 | 2023-11-14 | 11 | 13 |
| -6.09% | 2023-09-18 | 2023-09-21 | 2023-10-09 | 3 | 12 |
| -3.63% | 2023-11-14 | 2023-11-21 | 2023-11-29 | 5 | 5 |
| -1.66% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
| -1.61% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -1.52% | 2023-09-07 | 2023-09-08 | 2023-09-12 | 1 | 2 |
| -1.25% | 2023-09-12 | 2023-09-14 | 2023-09-18 | 2 | 2 |
| -1.00% | 2023-12-05 | 2023-12-08 | 2023-12-11 | 3 | 1 |
| -0.90% | 2023-11-29 | 2023-11-30 | 2023-12-01 | 1 | 1 |
Worst depth first · lengths in trading days.