$2.09
+0.12 (+6.09%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.97% | Sharpe | −0.18 |
| Sortino | −0.28 |
| Beta | 1.62 | Correlation | 0.43 |
| Up capture | 37.29% | Down capture | 285.03% |
Relative Value shows 1.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.15% | Ulcer Index | 36.37 |
| MTD | −5.43% | QTD | −25.09% |
| YTD | −19.92% | Window (ann., 3.0y) | −24.22% |
| Skewness | 0.76 | Excess Kurtosis | 4.53 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.14 |
| Gain/Pain | −0.03 | Hit Rate | 43.60% |
| Win/Loss | 1.14 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.10% | -8.39% | -6.15% | -8.68% |
| CVaR (ES) | -7.48% | -11.40% | -7.71% | -9.94% |
| VaR (Cornish-Fisher) | — | — | -4.98% | -9.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.15% | 2023-12-26 | 2026-08-20 | ongoing | 661 | — |
| -30.56% | 2023-09-14 | 2023-10-26 | 2023-11-20 | 30 | 17 |
| -8.20% | 2023-12-14 | 2023-12-20 | 2023-12-26 | 4 | 3 |
| -6.72% | 2023-11-20 | 2023-12-12 | 2023-12-13 | 15 | 1 |
| -6.63% | 2023-09-01 | 2023-09-08 | 2023-09-12 | 4 | 2 |
| -4.37% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -2.06% | 2023-08-29 | 2023-08-30 | 2023-09-01 | 1 | 2 |
| -1.20% | 2023-09-12 | 2023-09-13 | 2023-09-14 | 1 | 1 |
Worst depth first · lengths in trading days.