$7.06
+0.31 (+4.59%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 94.23% | Sharpe | 0.41 |
| Sortino | 0.67 |
| Beta | 3.57 | Correlation | 0.41 |
| Up capture | 317.10% | Down capture | 489.60% |
| Max Drawdown | −68.47% | Ulcer Index | 44.02 |
| MTD | 55.85% | QTD | 44.67% |
| YTD | 30.74% | Window (ann., 3.0y) | −3.68% |
| Skewness | 1.59 | Excess Kurtosis | 11.40 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.14 |
| Gain/Pain | 0.08 | Hit Rate | 47.93% |
| Win/Loss | 1.11 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.16% | -12.78% | -9.61% | -13.66% |
| CVaR (ES) | -10.75% | -15.41% | -12.09% | -15.67% |
| VaR (Cornish-Fisher) | — | — | -5.28% | -16.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.47% | 2024-09-20 | 2025-04-03 | ongoing | 133 | — |
| -64.35% | 2023-09-05 | 2024-02-05 | 2024-03-01 | 105 | 18 |
| -40.00% | 2024-04-11 | 2024-07-10 | 2024-08-23 | 61 | 32 |
| -25.57% | 2024-03-01 | 2024-03-15 | 2024-04-11 | 10 | 18 |
| -10.36% | 2024-08-26 | 2024-09-06 | 2024-09-09 | 8 | 1 |
| -10.13% | 2023-08-18 | 2023-08-24 | 2023-09-05 | 4 | 7 |
| -8.07% | 2024-09-10 | 2024-09-12 | 2024-09-13 | 2 | 1 |
| -4.73% | 2024-09-13 | 2024-09-16 | 2024-09-17 | 1 | 1 |
| -2.85% | 2024-09-17 | 2024-09-18 | 2024-09-20 | 1 | 2 |
Worst depth first · lengths in trading days.