$1.66
+0.04 (+2.47%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.50% | Sharpe | −0.04 |
| Sortino | −0.05 |
| Beta | 0.59 | Correlation | 0.25 |
| Up capture | 47.65% | Down capture | 183.02% |
Relative Value shows 0.78 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.55% | Ulcer Index | 18.62 |
| MTD | 3.11% | QTD | 12.16% |
| YTD | −37.85% | Window (ann., 3.0y) | −7.66% |
| Skewness | −6.10 | Excess Kurtosis | 94.92 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.04 |
| Gain/Pain | −0.01 | Hit Rate | 47.26% |
| Win/Loss | 1.00 | Upside Potential | 0.32 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.23% | -3.64% | -3.58% | -5.06% |
| CVaR (ES) | -4.36% | -10.23% | -4.49% | -5.80% |
| VaR (Cornish-Fisher) | — | — | -1.67% | -32.63% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.55% | 2026-01-21 | 2026-06-25 | ongoing | 103 | — |
| -19.85% | 2024-09-13 | 2025-01-10 | 2025-11-26 | 81 | 221 |
| -18.13% | 2023-08-23 | 2023-11-01 | 2024-04-09 | 49 | 108 |
| -7.42% | 2024-05-21 | 2024-05-29 | 2024-07-16 | 5 | 32 |
| -5.96% | 2024-04-09 | 2024-04-16 | 2024-05-02 | 5 | 12 |
| -3.05% | 2026-01-09 | 2026-01-13 | 2026-01-14 | 2 | 1 |
| -2.66% | 2024-07-26 | 2024-07-31 | 2024-08-02 | 3 | 2 |
| -1.73% | 2025-11-28 | 2025-12-08 | 2025-12-11 | 6 | 3 |
| -1.65% | 2024-08-02 | 2024-08-05 | 2024-08-09 | 1 | 4 |
| -1.55% | 2024-05-07 | 2024-05-08 | 2024-05-09 | 1 | 1 |
Worst depth first · lengths in trading days.