$13.31
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.43% | Sharpe | −0.30 |
| Sortino | −0.36 |
| Beta | 1.17 | Correlation | 0.31 |
| Up capture | 27.51% | Down capture | 266.06% |
Relative Value shows 0.97 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −79.74% | Ulcer Index | 58.14 |
| MTD | 18.31% | QTD | 22.79% |
| YTD | 16.35% | Window (ann., 3.0y) | −26.00% |
| Skewness | −4.30 | Excess Kurtosis | 49.04 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.90 |
| Gain/Pain | −0.06 | Hit Rate | 51.93% |
| Win/Loss | 0.83 | Upside Potential | 0.34 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.13% | -6.68% | -5.39% | -7.60% |
| CVaR (ES) | -7.69% | -17.94% | -6.74% | -8.70% |
| VaR (Cornish-Fisher) | — | — | -5.02% | -32.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -79.74% | 2024-02-26 | 2026-05-14 | ongoing | 556 | — |
| -21.34% | 2023-08-23 | 2023-10-27 | 2023-12-12 | 46 | 31 |
| -9.80% | 2023-12-27 | 2024-01-05 | 2024-01-17 | 6 | 7 |
| -4.96% | 2024-02-08 | 2024-02-13 | 2024-02-23 | 3 | 7 |
| -4.28% | 2024-01-29 | 2024-01-31 | 2024-02-05 | 2 | 3 |
| -1.47% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -0.88% | 2024-02-05 | 2024-02-07 | 2024-02-08 | 2 | 1 |
| -0.62% | 2024-01-22 | 2024-01-23 | 2024-01-24 | 1 | 1 |
| -0.39% | 2023-12-14 | 2023-12-15 | 2023-12-18 | 1 | 1 |
| -0.32% | 2024-01-25 | 2024-01-26 | 2024-01-29 | 1 | 1 |
Worst depth first · lengths in trading days.