$0.51
+0.07 (+15.91%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 103.25% | Sharpe | 0.30 |
| Sortino | 0.47 |
| Beta | 1.64 | Correlation | 0.26 |
| Up capture | 90.79% | Down capture | 156.92% |
Relative Value shows 1.41 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.75% | Ulcer Index | 41.52 |
| MTD | 30.77% | QTD | 27.50% |
| YTD | 13.33% | Window (ann., 3.0y) | −18.45% |
Price only — no dividends, so this understates total return.
| Skewness | 1.06 | Excess Kurtosis | 6.82 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.03 |
| Gain/Pain | 0.06 | Hit Rate | 42.82% |
| Win/Loss | 1.11 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.57% | -15.61% | -10.57% | -15.01% |
| CVaR (ES) | -13.42% | -19.20% | -13.29% | -17.21% |
| VaR (Cornish-Fisher) | — | — | -7.59% | -17.60% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.75% | 2024-10-10 | 2026-05-07 | ongoing | 393 | — |
| -49.85% | 2023-12-07 | 2024-04-03 | 2024-10-10 | 79 | 132 |
| -44.21% | 2023-08-23 | 2023-10-05 | 2023-12-07 | 30 | 44 |
| -2.13% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.