$10.81
+0.54 (+5.26%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 80.11% | Sharpe | 0.76 |
| Sortino | 1.13 |
| Beta | 0.88 | Correlation | 0.13 |
| Up capture | 171.01% | Down capture | −96.99% |
| Max Drawdown | −77.75% | Ulcer Index | 48.29 |
| MTD | 77.65% | QTD | 25.12% |
| YTD | 141.03% | Window (ann., 3.0y) | 32.91% |
| Skewness | 0.10 | Excess Kurtosis | 6.44 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.14 |
| Gain/Pain | 0.15 | Hit Rate | 50.60% |
| Win/Loss | 1.08 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.16% | -11.23% | -8.06% | -11.50% |
| CVaR (ES) | -10.73% | -18.90% | -10.17% | -13.21% |
| VaR (Cornish-Fisher) | — | — | -7.25% | -18.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.75% | 2025-02-19 | 2025-08-11 | ongoing | 119 | — |
| -29.04% | 2024-11-14 | 2024-11-18 | 2024-12-11 | 2 | 16 |
| -27.69% | 2024-01-30 | 2024-04-16 | 2024-10-07 | 53 | 120 |
| -22.96% | 2023-10-03 | 2023-12-12 | 2024-01-22 | 49 | 26 |
| -14.15% | 2025-01-06 | 2025-01-13 | 2025-02-18 | 4 | 24 |
| -11.19% | 2023-09-07 | 2023-09-22 | 2023-09-29 | 11 | 5 |
| -7.86% | 2024-11-08 | 2024-11-12 | 2024-11-14 | 2 | 2 |
| -7.59% | 2024-12-11 | 2024-12-12 | 2024-12-18 | 1 | 4 |
| -7.48% | 2024-12-23 | 2024-12-31 | 2025-01-06 | 5 | 3 |
| -6.14% | 2024-12-18 | 2024-12-19 | 2024-12-23 | 1 | 2 |
Worst depth first · lengths in trading days.