$11.02
+0.14 (+1.29%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.32% | Sharpe | −0.79 |
| Sortino | −0.97 |
| Beta | 0.31 | Correlation | 0.08 |
| Up capture | −56.87% | Down capture | 315.57% |
Relative Value shows 0.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −87.26% | Ulcer Index | 54.82 |
| MTD | 2.89% | QTD | −4.17% |
| YTD | −19.61% | Window (ann., 3.0y) | −47.96% |
| Skewness | −3.66 | Excess Kurtosis | 43.75 |
| Omega (θ=0) | 0.85 | Tail Ratio | 0.93 |
| Gain/Pain | −0.15 | Hit Rate | 46.27% |
| Win/Loss | 0.97 | Upside Potential | 0.34 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.71% | -8.78% | -6.23% | -8.73% |
| CVaR (ES) | -9.05% | -19.03% | -7.76% | -9.98% |
| VaR (Cornish-Fisher) | — | — | -5.88% | -37.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.26% | 2023-08-29 | 2026-07-29 | ongoing | 727 | — |
| -0.64% | 2023-08-22 | 2023-08-25 | 2023-08-28 | 3 | 1 |
Worst depth first · lengths in trading days.