$5.04
—
USD · final close, as of 2026-07-14 · marketstack
Delisted — taken private 2026-07-14
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.48% | Sharpe | 0.39 |
| Sortino | 0.65 |
| Beta | 0.92 | Correlation | 0.29 |
| Up capture | 100.69% | Down capture | 189.77% |
Relative Value shows 0.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.77% | Ulcer Index | 27.05 |
| MTD | 0.00% | QTD | 0.00% |
| YTD | 13.47% | Window (ann., 3.0y) | 7.20% |
| Skewness | 2.28 | Excess Kurtosis | 25.83 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.13 |
| Gain/Pain | 0.08 | Hit Rate | 44.99% |
| Win/Loss | 1.16 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.24% | -7.89% | -5.66% | -8.04% |
| CVaR (ES) | -6.88% | -11.52% | -7.12% | -9.23% |
| VaR (Cornish-Fisher) | — | — | -1.24% | -16.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.77% | 2024-03-27 | 2025-04-08 | ongoing | 258 | — |
| -24.24% | 2023-07-31 | 2023-09-22 | 2023-10-06 | 38 | 10 |
| -20.65% | 2023-10-12 | 2023-10-27 | 2023-12-26 | 11 | 40 |
| -20.24% | 2024-02-16 | 2024-02-29 | 2024-03-27 | 8 | 19 |
| -10.45% | 2023-12-27 | 2024-01-03 | 2024-02-09 | 4 | 26 |
| -4.17% | 2024-02-12 | 2024-02-13 | 2024-02-14 | 1 | 1 |
| -0.87% | 2023-07-25 | 2023-07-27 | 2023-07-28 | 2 | 1 |
Worst depth first · lengths in trading days.