$3.45
-0.11 (-3.09%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.71% | Sharpe | −0.01 |
| Sortino | −0.02 |
| Beta | 1.57 | Correlation | 0.41 |
| Up capture | 32.77% | Down capture | 202.16% |
Relative Value shows 1.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −79.34% | Ulcer Index | 47.42 |
| MTD | 12.38% | QTD | 19.79% |
| YTD | 27.31% | Window (ann., 3.0y) | −19.13% |
| Skewness | 0.91 | Excess Kurtosis | 13.65 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.03 |
| Gain/Pain | −0.00 | Hit Rate | 47.33% |
| Win/Loss | 1.05 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.28% | -10.07% | -6.71% | -9.49% |
| CVaR (ES) | -8.86% | -16.44% | -8.41% | -10.87% |
| VaR (Cornish-Fisher) | — | — | -4.46% | -18.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -79.34% | 2024-07-31 | 2026-02-27 | ongoing | 395 | — |
| -32.42% | 2023-08-30 | 2023-11-09 | 2023-12-28 | 50 | 33 |
| -22.16% | 2024-03-01 | 2024-04-17 | 2024-06-05 | 32 | 34 |
| -19.85% | 2023-12-29 | 2024-01-03 | 2024-01-24 | 2 | 14 |
| -14.48% | 2024-06-10 | 2024-06-24 | 2024-07-22 | 9 | 19 |
| -10.45% | 2024-01-24 | 2024-01-31 | 2024-02-15 | 5 | 11 |
| -8.13% | 2023-08-21 | 2023-08-24 | 2023-08-30 | 3 | 4 |
| -5.20% | 2024-02-15 | 2024-02-23 | 2024-02-29 | 5 | 4 |
| -2.73% | 2024-06-06 | 2024-06-07 | 2024-06-10 | 1 | 1 |
| -2.56% | 2024-07-24 | 2024-07-25 | 2024-07-31 | 1 | 4 |
Worst depth first · lengths in trading days.