$21.85
+0.52 (+2.44%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.36% | Sharpe | −0.67 |
| Sortino | −0.86 |
| Beta | 1.08 | Correlation | 0.28 |
| Up capture | −4.51% | Down capture | 409.29% |
Relative Value shows 1.37 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −88.10% | Ulcer Index | 69.36 |
| MTD | 21.39% | QTD | 28.95% |
| YTD | 27.70% | Window (ann., 3.0y) | −40.94% |
| Skewness | −1.49 | Excess Kurtosis | 14.85 |
| Omega (θ=0) | 0.88 | Tail Ratio | 0.88 |
| Gain/Pain | −0.12 | Hit Rate | 49.73% |
| Win/Loss | 0.89 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.95% | -8.35% | -5.88% | -8.26% |
| CVaR (ES) | -8.40% | -17.28% | -7.34% | -9.44% |
| VaR (Cornish-Fisher) | — | — | -6.17% | -21.28% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.10% | 2023-08-31 | 2025-11-20 | ongoing | 558 | — |
| -0.90% | 2023-08-21 | 2023-08-22 | 2023-08-28 | 1 | 4 |
Worst depth first · lengths in trading days.