$6.81
+0.15 (+2.25%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 79.16% | Sharpe | 0.90 |
| Sortino | 1.37 |
| Beta | 1.00 | Correlation | 0.21 |
| Up capture | 148.48% | Down capture | −149.66% |
| Max Drawdown | −63.32% | Ulcer Index | 30.70 |
| MTD | 6.91% | QTD | −3.81% |
| YTD | −11.67% | Window (ann., 3.0y) | 48.58% |
| Skewness | 0.24 | Excess Kurtosis | 5.99 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.22 |
| Gain/Pain | 0.18 | Hit Rate | 51.33% |
| Win/Loss | 1.06 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.67% | -13.25% | -7.92% | -11.32% |
| CVaR (ES) | -10.90% | -17.96% | -10.00% | -13.01% |
| VaR (Cornish-Fisher) | — | — | -6.98% | -17.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.32% | 2023-12-22 | 2024-03-25 | 2025-05-29 | 62 | 295 |
| -52.59% | 2026-01-22 | 2026-03-30 | ongoing | 46 | — |
| -25.00% | 2023-11-28 | 2023-11-29 | 2023-12-05 | 1 | 4 |
| -22.52% | 2025-11-06 | 2026-01-05 | 2026-01-22 | 39 | 12 |
| -21.81% | 2025-05-29 | 2025-06-17 | 2025-08-12 | 13 | 38 |
| -19.20% | 2025-08-12 | 2025-09-25 | 2025-11-04 | 31 | 28 |
| -15.93% | 2023-09-08 | 2023-09-19 | 2023-09-21 | 7 | 2 |
| -12.87% | 2023-12-07 | 2023-12-08 | 2023-12-15 | 1 | 5 |
| -11.06% | 2023-08-18 | 2023-08-22 | 2023-08-30 | 2 | 6 |
| -9.09% | 2023-09-21 | 2023-09-27 | 2023-10-13 | 4 | 12 |
Worst depth first · lengths in trading days.