$10.02
-0.07 (-0.69%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.41% | Sharpe | 0.32 |
| Sortino | 0.49 |
| Beta | −0.68 | Correlation | −0.18 |
| Up capture | 13.00% | Down capture | −122.39% |
Relative Value shows 0.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.23% | Ulcer Index | 22.83 |
| MTD | 1.11% | QTD | −8.99% |
| YTD | −38.41% | Window (ann., 3.0y) | 3.65% |
| Skewness | 0.68 | Excess Kurtosis | 5.47 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.04 |
| Gain/Pain | 0.06 | Hit Rate | 48.27% |
| Win/Loss | 1.07 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.84% | -8.07% | -5.16% | -7.32% |
| CVaR (ES) | -6.78% | -10.26% | -6.49% | -8.40% |
| VaR (Cornish-Fisher) | — | — | -4.16% | -9.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.23% | 2025-10-08 | 2026-04-13 | ongoing | 127 | — |
| -40.57% | 2024-06-21 | 2025-04-04 | 2025-08-25 | 197 | 97 |
| -17.36% | 2023-08-24 | 2023-09-26 | 2023-09-28 | 22 | 2 |
| -17.09% | 2024-06-03 | 2024-06-17 | 2024-06-21 | 10 | 3 |
| -15.95% | 2023-10-30 | 2023-12-28 | 2024-01-23 | 41 | 16 |
| -8.93% | 2024-05-13 | 2024-05-17 | 2024-05-28 | 4 | 6 |
| -8.32% | 2025-08-27 | 2025-09-03 | 2025-09-08 | 4 | 3 |
| -7.79% | 2025-09-08 | 2025-09-12 | 2025-09-18 | 4 | 4 |
| -7.36% | 2024-01-26 | 2024-02-05 | 2024-02-28 | 6 | 16 |
| -6.76% | 2024-04-17 | 2024-05-06 | 2024-05-08 | 13 | 2 |
Worst depth first · lengths in trading days.