$18.39
+0.20 (+1.10%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 73.00% | Sharpe | 0.22 |
| Sortino | 0.33 |
| Beta | 1.94 | Correlation | 0.31 |
| Up capture | 228.76% | Down capture | 517.32% |
Relative Value shows 1.97 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −89.92% | Ulcer Index | 57.17 |
| MTD | −4.07% | QTD | 5.69% |
| YTD | 6.61% | Window (ann., 3.0y) | −9.87% |
| Skewness | 0.47 | Excess Kurtosis | 7.01 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.06 |
| Gain/Pain | 0.04 | Hit Rate | 49.06% |
| Win/Loss | 1.06 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.40% | -13.24% | -7.50% | -10.64% |
| CVaR (ES) | -10.28% | -17.40% | -9.42% | -12.19% |
| VaR (Cornish-Fisher) | — | — | -6.22% | -16.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.92% | 2024-04-09 | 2025-05-23 | ongoing | 282 | — |
| -14.92% | 2023-12-27 | 2024-01-11 | 2024-02-16 | 10 | 25 |
| -12.40% | 2023-10-17 | 2023-10-25 | 2023-11-14 | 6 | 14 |
| -12.25% | 2023-11-27 | 2023-11-30 | 2023-12-19 | 3 | 13 |
| -7.37% | 2023-09-27 | 2023-10-06 | 2023-10-13 | 7 | 5 |
| -5.66% | 2023-08-31 | 2023-09-06 | 2023-09-12 | 3 | 4 |
| -5.23% | 2024-03-28 | 2024-04-04 | 2024-04-09 | 4 | 3 |
| -4.93% | 2023-09-15 | 2023-09-22 | 2023-09-27 | 5 | 3 |
| -4.11% | 2024-03-21 | 2024-03-25 | 2024-03-28 | 2 | 3 |
| -3.55% | 2024-03-01 | 2024-03-06 | 2024-03-12 | 3 | 4 |
Worst depth first · lengths in trading days.