$20.29
+0.28 (+1.40%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.00% | Sharpe | −0.29 |
| Sortino | −0.43 |
| Beta | 1.09 | Correlation | 0.30 |
| Up capture | 38.42% | Down capture | 262.13% |
Relative Value shows 0.74 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −74.36% | Ulcer Index | 40.31 |
| MTD | −5.41% | QTD | −17.28% |
| YTD | 20.92% | Window (ann., 3.0y) | −23.12% |
| Skewness | 2.67 | Excess Kurtosis | 59.54 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.01 |
| Gain/Pain | −0.06 | Hit Rate | 48.27% |
| Win/Loss | 1.00 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.95% | -8.28% | -5.24% | -7.38% |
| CVaR (ES) | -6.77% | -12.92% | -6.55% | -8.45% |
| VaR (Cornish-Fisher) | — | — | 1.36% | -36.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.36% | 2023-08-23 | 2026-03-13 | ongoing | 640 | — |
| -0.07% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.