$2.63
+0.09 (+3.54%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 68.19% | Sharpe | −0.20 |
| Sortino | −0.30 |
| Beta | 1.76 | Correlation | 0.35 |
| Up capture | 36.89% | Down capture | 252.92% |
Relative Value shows 1.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.75% | Ulcer Index | 52.12 |
| MTD | 13.36% | QTD | 4.78% |
| YTD | −34.09% | Window (ann., 3.0y) | −30.80% |
| Skewness | 0.24 | Excess Kurtosis | 3.54 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.04 |
| Gain/Pain | −0.03 | Hit Rate | 44.00% |
| Win/Loss | 1.16 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.79% | -9.82% | -7.12% | -10.05% |
| CVaR (ES) | -9.06% | -13.74% | -8.92% | -11.50% |
| VaR (Cornish-Fisher) | — | — | -6.52% | -12.76% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.75% | 2023-09-20 | 2026-07-17 | ongoing | 704 | — |
| -8.76% | 2023-08-23 | 2023-09-01 | 2023-09-05 | 7 | 1 |
| -3.09% | 2023-09-07 | 2023-09-12 | 2023-09-15 | 3 | 3 |
| -1.39% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -1.23% | 2023-09-05 | 2023-09-06 | 2023-09-07 | 1 | 1 |
| -0.57% | 2023-09-15 | 2023-09-18 | 2023-09-19 | 1 | 1 |
Worst depth first · lengths in trading days.