$8.20
-0.03 (-0.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 73.50% | Sharpe | 0.67 |
| Sortino | 1.03 |
| Beta | 1.20 | Correlation | 0.22 |
| Up capture | 154.73% | Down capture | −17.86% |
Relative Value shows 1.49 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.26% | Ulcer Index | 32.84 |
| MTD | 8.90% | QTD | 4.46% |
| YTD | −29.49% | Window (ann., 3.0y) | 24.90% |
| Skewness | 0.30 | Excess Kurtosis | 13.19 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.16 |
| Gain/Pain | 0.14 | Hit Rate | 48.53% |
| Win/Loss | 1.17 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.58% | -8.96% | -7.42% | -10.57% |
| CVaR (ES) | -9.38% | -18.11% | -9.35% | -12.14% |
| VaR (Cornish-Fisher) | — | — | -5.79% | -23.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.26% | 2025-06-23 | 2026-03-20 | ongoing | 187 | — |
| -56.88% | 2024-10-28 | 2025-04-04 | 2025-06-06 | 108 | 43 |
| -43.04% | 2024-04-11 | 2024-08-12 | 2024-09-11 | 84 | 21 |
| -30.17% | 2023-08-21 | 2024-02-07 | 2024-03-28 | 117 | 35 |
| -8.80% | 2025-06-10 | 2025-06-18 | 2025-06-23 | 6 | 2 |
| -3.77% | 2024-03-28 | 2024-04-02 | 2024-04-04 | 2 | 2 |
| -3.24% | 2024-09-18 | 2024-09-19 | 2024-09-20 | 1 | 1 |
| -2.19% | 2024-09-26 | 2024-09-27 | 2024-10-02 | 1 | 3 |
| -2.01% | 2024-10-09 | 2024-10-10 | 2024-10-11 | 1 | 1 |
| -1.08% | 2024-09-20 | 2024-09-23 | 2024-09-24 | 1 | 1 |
Worst depth first · lengths in trading days.