$5.75
+0.01 (+0.17%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.03% | Sharpe | 0.22 |
| Sortino | 0.33 |
| Beta | 1.33 | Correlation | 0.22 |
| Up capture | 169.14% | Down capture | 407.33% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −81.72% | Ulcer Index | 50.68 |
| MTD | −4.80% | QTD | −1.37% |
| YTD | −21.26% | Window (ann., 3.0y) | −13.61% |
| Skewness | 0.65 | Excess Kurtosis | 14.92 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.00 |
| Gain/Pain | 0.04 | Hit Rate | 47.12% |
| Win/Loss | 1.12 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.14% | -11.93% | -8.32% | -11.80% |
| CVaR (ES) | -10.83% | -20.23% | -10.46% | -13.53% |
| VaR (Cornish-Fisher) | — | — | -5.81% | -26.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.72% | 2023-12-04 | 2025-06-13 | ongoing | 382 | — |
| -27.91% | 2023-10-02 | 2023-11-01 | 2023-12-04 | 22 | 22 |
| -7.50% | 2023-09-07 | 2023-09-13 | 2023-09-28 | 4 | 11 |
| -7.07% | 2023-09-01 | 2023-09-06 | 2023-09-07 | 2 | 1 |
| -1.88% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -1.24% | 2023-08-29 | 2023-08-30 | 2023-08-31 | 1 | 1 |
Worst depth first · lengths in trading days.