$3.81
-0.03 (-0.78%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 73.06% | Sharpe | 0.02 |
| Sortino | 0.04 |
| Beta | 0.91 | Correlation | 0.17 |
| Up capture | 50.67% | Down capture | 102.01% |
Relative Value shows 1.35 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −78.00% | Ulcer Index | 54.96 |
| MTD | −6.62% | QTD | −14.96% |
| YTD | 83.17% | Window (ann., 3.0y) | −20.54% |
| Skewness | 3.27 | Excess Kurtosis | 37.67 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.10 |
| Gain/Pain | 0.00 | Hit Rate | 44.61% |
| Win/Loss | 1.15 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.40% | -9.37% | -7.56% | -10.70% |
| CVaR (ES) | -8.31% | -14.40% | -9.49% | -12.26% |
| VaR (Cornish-Fisher) | — | — | 1.14% | -21.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -78.00% | 2023-08-21 | 2025-04-01 | ongoing | 404 | — |
Worst depth first · lengths in trading days.