$10.93
+0.02 (+0.18%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.06% | Sharpe | 0.17 |
| Sortino | 0.29 |
| Beta | 2.40 | Correlation | 0.45 |
| Up capture | 110.31% | Down capture | 262.48% |
Relative Value shows 1.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.30% | Ulcer Index | 45.15 |
| MTD | 3.02% | QTD | 13.03% |
| YTD | 84.01% | Window (ann., 3.0y) | −10.02% |
| Skewness | 2.86 | Excess Kurtosis | 29.05 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.09 |
| Gain/Pain | 0.04 | Hit Rate | 47.60% |
| Win/Loss | 1.10 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.25% | -8.93% | -7.11% | -10.07% |
| CVaR (ES) | -8.19% | -14.37% | -8.93% | -11.55% |
| VaR (Cornish-Fisher) | — | — | -0.35% | -17.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.30% | 2023-09-01 | 2026-02-12 | ongoing | 613 | — |
| -2.47% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
Worst depth first · lengths in trading days.