$2.15
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.15% | Sharpe | 0.25 |
| Sortino | 0.38 |
| Beta | 0.80 | Correlation | 0.44 |
| Up capture | 43.93% | Down capture | 101.50% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −41.42% | Ulcer Index | 19.13 |
| MTD | 0.00% | QTD | −1.38% |
| YTD | −15.69% | Window (ann., 3.0y) | 2.10% |
| Skewness | 1.39 | Excess Kurtosis | 14.25 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.10 |
| Gain/Pain | 0.05 | Hit Rate | 40.05% |
| Win/Loss | 1.11 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.56% | -6.60% | -4.02% | -5.70% |
| CVaR (ES) | -5.34% | -8.29% | -5.05% | -6.54% |
| VaR (Cornish-Fisher) | — | — | -2.25% | -9.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.42% | 2025-09-03 | 2026-03-20 | ongoing | 137 | — |
| -21.82% | 2023-09-15 | 2024-10-25 | 2025-06-09 | 280 | 153 |
| -11.84% | 2025-06-20 | 2025-07-18 | 2025-08-19 | 19 | 22 |
| -4.17% | 2025-08-28 | 2025-08-29 | 2025-09-02 | 1 | 1 |
| -3.29% | 2023-09-08 | 2023-09-13 | 2023-09-14 | 3 | 1 |
| -2.83% | 2025-08-25 | 2025-08-27 | 2025-08-28 | 2 | 1 |
| -2.39% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
| -1.65% | 2023-08-24 | 2023-08-30 | 2023-08-31 | 4 | 1 |
| -1.42% | 2023-08-31 | 2023-09-07 | 2023-09-08 | 4 | 1 |
| -0.91% | 2025-06-10 | 2025-06-11 | 2025-06-12 | 1 | 1 |
Worst depth first · lengths in trading days.