$11.78
+0.11 (+0.94%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.41% | Sharpe | −0.44 |
| Sortino | −0.62 |
| Beta | 1.38 | Correlation | 0.35 |
| Up capture | 78.46% | Down capture | 430.06% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −83.92% | Ulcer Index | 57.86 |
| MTD | 2.43% | QTD | 40.07% |
| YTD | 45.07% | Window (ann., 3.0y) | −27.25% |
| Skewness | 0.26 | Excess Kurtosis | 3.65 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.99 |
| Gain/Pain | −0.07 | Hit Rate | 47.20% |
| Win/Loss | 0.99 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.51% | -8.71% | -5.00% | -7.03% |
| CVaR (ES) | -6.59% | -10.52% | -6.24% | -8.04% |
| VaR (Cornish-Fisher) | — | — | -4.55% | -8.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.92% | 2023-08-29 | 2026-04-10 | ongoing | 655 | — |
| -0.16% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
Worst depth first · lengths in trading days.