$19.54
+1.18 (+6.43%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 112.31% | Sharpe | 0.28 |
| Sortino | 0.47 |
| Beta | 4.55 | Correlation | 0.53 |
| Up capture | 179.10% | Down capture | 308.84% |
Relative Value shows 2.33 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −93.01% | Ulcer Index | 71.33 |
| MTD | −9.58% | QTD | −45.74% |
| YTD | 167.31% | Window (ann., 3.0y) | −24.92% |
| Skewness | 1.16 | Excess Kurtosis | 2.95 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.49 |
| Gain/Pain | 0.05 | Hit Rate | 42.88% |
| Win/Loss | 1.34 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.00% | -14.08% | -11.51% | -16.33% |
| CVaR (ES) | -11.90% | -16.27% | -14.47% | -18.73% |
| VaR (Cornish-Fisher) | — | — | -8.58% | -11.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.01% | 2023-12-27 | 2025-04-22 | ongoing | 329 | — |
| -33.12% | 2023-08-21 | 2023-11-10 | 2023-12-14 | 58 | 23 |
| -7.05% | 2023-12-14 | 2023-12-20 | 2023-12-22 | 4 | 2 |
Worst depth first · lengths in trading days.