$8.60
+0.42 (+5.13%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 61.38% | Sharpe | 0.24 |
| Sortino | 0.39 |
| Beta | 2.03 | Correlation | 0.43 |
| Up capture | 138.98% | Down capture | 292.74% |
| Max Drawdown | −77.47% | Ulcer Index | 43.06 |
| MTD | 47.26% | QTD | 23.92% |
| YTD | 29.32% | Window (ann., 3.0y) | −3.34% |
| Skewness | 1.40 | Excess Kurtosis | 18.47 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.11 |
| Gain/Pain | 0.05 | Hit Rate | 48.46% |
| Win/Loss | 1.09 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.74% | -8.62% | -6.30% | -8.94% |
| CVaR (ES) | -7.35% | -13.33% | -7.92% | -10.25% |
| VaR (Cornish-Fisher) | — | — | -3.18% | -18.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.47% | 2024-09-13 | 2026-03-30 | ongoing | 385 | — |
| -29.91% | 2024-03-01 | 2024-06-25 | 2024-08-21 | 79 | 40 |
| -24.15% | 2023-08-30 | 2023-10-31 | 2023-12-13 | 43 | 30 |
| -7.43% | 2024-08-30 | 2024-09-06 | 2024-09-12 | 4 | 4 |
| -7.35% | 2023-08-18 | 2023-08-24 | 2023-08-28 | 4 | 2 |
| -6.81% | 2024-01-17 | 2024-01-24 | 2024-01-29 | 5 | 3 |
| -5.79% | 2024-01-29 | 2024-01-31 | 2024-02-09 | 2 | 7 |
| -5.13% | 2023-12-29 | 2024-01-02 | 2024-01-09 | 1 | 5 |
| -5.08% | 2024-02-15 | 2024-02-21 | 2024-02-26 | 3 | 3 |
| -3.78% | 2023-12-13 | 2023-12-20 | 2023-12-27 | 5 | 4 |
Worst depth first · lengths in trading days.