$4.19
+0.08 (+1.95%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 76.35% | Sharpe | 0.43 |
| Sortino | 0.68 |
| Beta | 1.71 | Correlation | 0.28 |
| Up capture | 152.21% | Down capture | 151.17% |
Relative Value shows 1.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.57% | Ulcer Index | 40.77 |
| MTD | −0.48% | QTD | 12.94% |
| YTD | 170.32% | Window (ann., 3.0y) | 4.61% |
| Skewness | 0.87 | Excess Kurtosis | 4.31 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.13 |
| Gain/Pain | 0.08 | Hit Rate | 46.13% |
| Win/Loss | 1.13 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.04% | -10.18% | -7.78% | -11.06% |
| CVaR (ES) | -9.34% | -12.99% | -9.79% | -12.69% |
| VaR (Cornish-Fisher) | — | — | -6.11% | -11.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.57% | 2023-09-01 | 2025-05-06 | 2026-05-18 | 419 | 259 |
| -13.54% | 2026-07-31 | 2026-08-10 | 2026-08-17 | 6 | 5 |
| -12.92% | 2026-05-18 | 2026-06-05 | 2026-06-22 | 13 | 7 |
| -10.61% | 2026-06-22 | 2026-06-25 | 2026-07-09 | 3 | 9 |
| -8.72% | 2026-07-22 | 2026-07-23 | 2026-07-31 | 1 | 6 |
| -5.41% | 2023-08-22 | 2023-08-25 | 2023-08-30 | 3 | 3 |
| -3.75% | 2026-08-18 | 2026-08-20 | ongoing | 2 | — |
| -2.74% | 2026-07-10 | 2026-07-13 | 2026-07-15 | 1 | 2 |
| -1.72% | 2026-07-15 | 2026-07-16 | 2026-07-17 | 1 | 1 |
| -0.98% | 2026-07-17 | 2026-07-20 | 2026-07-22 | 1 | 2 |
Worst depth first · lengths in trading days.