$24.95
+2.24 (+9.86%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 92.26% | Sharpe | 0.54 |
| Sortino | 0.88 |
| Beta | −0.96 | Correlation | −0.13 |
| Up capture | 45.47% | Down capture | −251.31% |
Relative Value shows 0.36 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −79.99% | Ulcer Index | 56.62 |
| MTD | 10.11% | QTD | 35.89% |
| YTD | 145.09% | Window (ann., 3.0y) | 9.67% |
| Skewness | 2.29 | Excess Kurtosis | 38.19 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.26 |
| Gain/Pain | 0.12 | Hit Rate | 47.13% |
| Win/Loss | 1.23 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.10% | -13.45% | -9.36% | -13.32% |
| CVaR (ES) | -11.41% | -23.17% | -11.79% | -15.29% |
| VaR (Cornish-Fisher) | — | — | -0.53% | -44.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -79.99% | 2024-02-12 | 2025-04-08 | 2026-03-18 | 289 | 236 |
| -51.60% | 2026-04-02 | 2026-06-25 | ongoing | 53 | — |
| -41.41% | 2023-09-01 | 2023-10-27 | 2024-02-09 | 39 | 71 |
| -14.33% | 2026-03-25 | 2026-03-30 | 2026-04-01 | 3 | 2 |
| -6.25% | 2026-03-18 | 2026-03-20 | 2026-03-23 | 2 | 1 |
| -3.60% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -1.91% | 2026-03-23 | 2026-03-24 | 2026-03-25 | 1 | 1 |
Worst depth first · lengths in trading days.