$5.39
-0.05 (-0.92%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.23% | Sharpe | 0.49 |
| Sortino | 0.78 |
| Beta | 0.24 | Correlation | 0.06 |
| Up capture | 131.19% | Down capture | 134.41% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.84% | Ulcer Index | 33.42 |
| MTD | 7.58% | QTD | 3.85% |
| YTD | 36.11% | Window (ann., 3.0y) | 12.86% |
| Skewness | 0.78 | Excess Kurtosis | 3.54 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.19 |
| Gain/Pain | 0.09 | Hit Rate | 45.41% |
| Win/Loss | 1.17 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.60% | -7.65% | -5.41% | -7.70% |
| CVaR (ES) | -6.61% | -9.59% | -6.81% | -8.83% |
| VaR (Cornish-Fisher) | — | — | -4.39% | -7.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.84% | 2025-01-24 | 2025-11-13 | 2026-08-14 | 203 | 185 |
| -43.27% | 2023-08-24 | 2023-11-24 | 2024-11-26 | 64 | 253 |
| -8.07% | 2024-11-26 | 2024-12-06 | 2024-12-11 | 7 | 3 |
| -8.02% | 2026-08-14 | 2026-08-21 | ongoing | 5 | — |
| -7.74% | 2025-01-06 | 2025-01-10 | 2025-01-13 | 3 | 1 |
| -6.41% | 2025-01-13 | 2025-01-15 | 2025-01-21 | 2 | 3 |
| -4.30% | 2024-12-17 | 2024-12-18 | 2024-12-30 | 1 | 7 |
| -3.39% | 2024-12-11 | 2024-12-12 | 2024-12-16 | 1 | 2 |
| -1.60% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.49% | 2024-12-30 | 2024-12-31 | 2025-01-02 | 1 | 1 |
Worst depth first · lengths in trading days.