$3.01
+0.03 (+1.01%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.38% | Sharpe | 0.29 |
| Sortino | 0.41 |
| Beta | 1.65 | Correlation | 0.31 |
| Up capture | 163.42% | Down capture | 319.80% |
Relative Value shows 1.81 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.58% | Ulcer Index | 39.85 |
| MTD | 7.89% | QTD | −9.88% |
| YTD | −3.53% | Window (ann., 3.0y) | −2.53% |
| Skewness | −0.41 | Excess Kurtosis | 8.57 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.08 |
| Gain/Pain | 0.06 | Hit Rate | 48.34% |
| Win/Loss | 1.05 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.76% | -9.68% | -6.70% | -9.50% |
| CVaR (ES) | -9.28% | -17.15% | -8.42% | -10.90% |
| VaR (Cornish-Fisher) | — | — | -6.45% | -18.74% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.58% | 2024-09-24 | 2025-04-21 | ongoing | 142 | — |
| -42.02% | 2023-09-01 | 2023-11-01 | 2024-01-08 | 42 | 45 |
| -36.54% | 2024-02-15 | 2024-02-22 | 2024-07-24 | 4 | 106 |
| -10.65% | 2024-07-31 | 2024-08-07 | 2024-08-26 | 5 | 13 |
| -7.51% | 2024-02-12 | 2024-02-13 | 2024-02-15 | 1 | 2 |
| -7.14% | 2024-01-25 | 2024-02-07 | 2024-02-12 | 9 | 3 |
| -5.44% | 2024-09-06 | 2024-09-10 | 2024-09-13 | 2 | 3 |
| -4.68% | 2024-01-12 | 2024-01-17 | 2024-01-19 | 2 | 2 |
| -2.72% | 2024-08-29 | 2024-09-03 | 2024-09-05 | 2 | 2 |
| -2.08% | 2024-09-16 | 2024-09-17 | 2024-09-19 | 1 | 2 |
Worst depth first · lengths in trading days.