$20.05
-0.23 (-1.13%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.45% | Sharpe | 0.50 |
| Sortino | 0.78 |
| Beta | 1.40 | Correlation | 0.23 |
| Up capture | 158.06% | Down capture | 79.99% |
Relative Value shows 1.62 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.70% | Ulcer Index | 36.89 |
| MTD | −11.87% | QTD | −27.14% |
| YTD | −17.18% | Window (ann., 3.0y) | 8.27% |
| Skewness | 0.68 | Excess Kurtosis | 5.69 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.19 |
| Gain/Pain | 0.10 | Hit Rate | 47.73% |
| Win/Loss | 1.18 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.03% | -11.68% | -8.28% | -11.77% |
| CVaR (ES) | -10.56% | -17.14% | -10.42% | -13.51% |
| VaR (Cornish-Fisher) | — | — | -6.65% | -15.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.70% | 2023-08-29 | 2024-07-02 | 2024-11-08 | 211 | 91 |
| -49.11% | 2025-01-07 | 2026-03-30 | ongoing | 306 | — |
| -35.02% | 2024-11-18 | 2024-11-26 | 2024-12-24 | 6 | 19 |
| -10.17% | 2024-11-11 | 2024-11-13 | 2024-11-15 | 2 | 2 |
| -6.18% | 2024-12-24 | 2024-12-27 | 2024-12-30 | 2 | 1 |
| -4.43% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -2.36% | 2024-12-30 | 2024-12-31 | 2025-01-03 | 1 | 2 |
Worst depth first · lengths in trading days.