$9.80
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 88.92% | Sharpe | 0.44 |
| Sortino | 0.66 |
| Beta | 1.12 | Correlation | 0.25 |
| Up capture | 109.06% | Down capture | 153.91% |
Relative Value shows 0.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −73.12% | Ulcer Index | 39.12 |
| MTD | 21.72% | QTD | −6.67% |
| YTD | −17.99% | Window (ann., 3.0y) | −0.90% |
| Skewness | 0.51 | Excess Kurtosis | 12.80 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.04 |
| Gain/Pain | 0.11 | Hit Rate | 30.72% |
| Win/Loss | 1.10 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.88% | -15.43% | -9.06% | -12.88% |
| CVaR (ES) | -12.68% | -24.50% | -11.40% | -14.78% |
| VaR (Cornish-Fisher) | — | — | -6.77% | -26.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -73.12% | 2024-08-28 | 2025-04-08 | ongoing | 152 | — |
| -32.59% | 2023-08-21 | 2024-02-15 | 2024-03-18 | 123 | 21 |
| -29.52% | 2024-03-18 | 2024-04-25 | 2024-06-03 | 27 | 26 |
| -29.48% | 2024-07-24 | 2024-08-14 | 2024-08-20 | 15 | 4 |
| -25.42% | 2024-06-03 | 2024-07-09 | 2024-07-24 | 24 | 11 |
| -5.04% | 2024-08-20 | 2024-08-22 | 2024-08-26 | 2 | 2 |
Worst depth first · lengths in trading days.