FTC Solar, Inc. (Nasdaq: FTCI), an SEC filer in Semiconductors & Related Devices, closed at $2.43, +6.1%, on 2026-08-27, with a market cap of $40M, a net margin of -79.8% and 3-year sales growth of -6.8%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 131.71% | Sharpe | 0.12 |
| Sortino | 0.18 |
| Beta | 1.54 | Correlation | 0.14 |
| Up capture | 153.82% | Down capture | 398.62% |
Relative Value shows 1.06 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −90.39% | Ulcer Index | 73.15 |
| MTD | −11.64% | QTD | −52.17% |
| YTD | −77.73% | Window (ann., 3.0y) | −50.28% |
| Skewness | 2.18 | Excess Kurtosis | 38.90 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.09 |
| Gain/Pain | 0.02 | Hit Rate | 47.80% |
| Win/Loss | 1.08 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.04% | -18.04% | -13.59% | -19.24% |
| CVaR (ES) | -16.50% | -30.16% | -17.05% | -22.05% |
| VaR (Cornish-Fisher) | — | — | -1.19% | -66.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -90.39% | 2023-08-29 | 2026-08-25 | ongoing | 746 | — |
Worst depth first · lengths in trading days.
