$5.72
+0.10 (+1.78%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 95.52% | Sharpe | 1.25 |
| Sortino | 2.38 |
| Beta | 2.40 | Correlation | 0.31 |
| Up capture | 370.48% | Down capture | −28.15% |
Relative Value shows 1.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.24% | Ulcer Index | 30.51 |
| MTD | 3.81% | QTD | −4.35% |
| YTD | −43.59% | Window (ann., 3.0y) | 115.87% |
| Skewness | 2.20 | Excess Kurtosis | 12.59 |
| Omega (θ=0) | 1.29 | Tail Ratio | 1.42 |
| Gain/Pain | 0.29 | Hit Rate | 46.41% |
| Win/Loss | 1.35 | Upside Potential | 0.67 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.87% | -12.81% | -9.42% | -13.52% |
| CVaR (ES) | -10.25% | -15.57% | -11.94% | -15.56% |
| VaR (Cornish-Fisher) | — | — | -3.58% | -10.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.24% | 2025-09-11 | 2026-03-18 | ongoing | 129 | — |
| -40.48% | 2024-03-26 | 2024-08-05 | 2024-11-07 | 90 | 67 |
| -38.39% | 2025-02-19 | 2025-03-10 | 2025-05-22 | 13 | 52 |
| -35.21% | 2024-11-25 | 2024-12-04 | 2025-01-03 | 6 | 20 |
| -25.59% | 2025-06-26 | 2025-07-28 | 2025-08-11 | 21 | 10 |
| -24.77% | 2025-01-14 | 2025-01-16 | 2025-02-14 | 2 | 20 |
| -20.86% | 2023-09-07 | 2023-10-06 | 2023-12-22 | 21 | 54 |
| -15.99% | 2023-12-26 | 2023-12-27 | 2024-01-19 | 1 | 15 |
| -14.91% | 2025-05-22 | 2025-06-04 | 2025-06-17 | 8 | 9 |
| -13.92% | 2024-01-24 | 2024-02-06 | 2024-03-11 | 9 | 23 |
Worst depth first · lengths in trading days.