$3.31
+0.09 (+2.80%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.72% | Sharpe | 0.67 |
| Sortino | 1.12 |
| Beta | 0.57 | Correlation | 0.22 |
| Up capture | 81.38% | Down capture | 29.26% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.36% | Ulcer Index | 23.90 |
| MTD | 16.96% | QTD | 19.06% |
| YTD | 25.86% | Window (ann., 3.0y) | 22.76% |
| Skewness | 1.19 | Excess Kurtosis | 4.08 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.30 |
| Gain/Pain | 0.12 | Hit Rate | 44.00% |
| Win/Loss | 1.26 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.97% | -6.17% | -4.82% | -6.87% |
| CVaR (ES) | -5.19% | -7.17% | -6.07% | -7.89% |
| VaR (Cornish-Fisher) | — | — | -3.47% | -5.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.36% | 2024-05-16 | 2025-04-08 | 2025-12-12 | 223 | 172 |
| -30.36% | 2023-09-14 | 2023-10-27 | 2024-03-22 | 31 | 100 |
| -26.91% | 2025-12-12 | 2026-03-20 | 2026-08-19 | 66 | 101 |
| -18.06% | 2024-04-03 | 2024-04-22 | 2024-04-30 | 13 | 6 |
| -12.24% | 2024-04-30 | 2024-05-08 | 2024-05-16 | 6 | 6 |
| -6.25% | 2023-09-11 | 2023-09-12 | 2023-09-13 | 1 | 1 |
| -5.59% | 2023-08-21 | 2023-08-25 | 2023-08-30 | 4 | 3 |
| -4.60% | 2024-03-22 | 2024-03-25 | 2024-03-26 | 1 | 1 |
| -3.90% | 2023-08-31 | 2023-09-01 | 2023-09-05 | 1 | 1 |
| -3.33% | 2024-03-27 | 2024-03-28 | 2024-04-03 | 1 | 3 |
Worst depth first · lengths in trading days.