$5.51
+0.14 (+2.61%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 88.20% | Sharpe | 0.27 |
| Sortino | 0.41 |
| Beta | 0.04 | Correlation | 0.01 |
| Up capture | 122.41% | Down capture | 128.05% |
Relative Value shows 0.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −81.91% | Ulcer Index | 42.19 |
| MTD | −24.62% | QTD | −18.61% |
| YTD | −67.42% | Window (ann., 3.0y) | −13.36% |
| Skewness | 1.56 | Excess Kurtosis | 27.30 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.04 |
| Gain/Pain | 0.06 | Hit Rate | 50.00% |
| Win/Loss | 1.03 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.04% | -15.30% | -9.05% | -12.83% |
| CVaR (ES) | -11.85% | -22.32% | -11.37% | -14.72% |
| VaR (Cornish-Fisher) | — | — | -3.28% | -36.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.91% | 2025-11-11 | 2026-08-13 | ongoing | 185 | — |
| -64.21% | 2024-01-29 | 2025-05-29 | 2025-06-23 | 334 | 16 |
| -42.77% | 2025-06-23 | 2025-07-17 | 2025-08-06 | 17 | 14 |
| -21.94% | 2025-08-06 | 2025-08-11 | 2025-08-22 | 3 | 9 |
| -20.82% | 2023-09-28 | 2023-11-07 | 2024-01-05 | 28 | 40 |
| -20.29% | 2025-08-27 | 2025-09-09 | 2025-09-22 | 8 | 9 |
| -15.40% | 2025-10-15 | 2025-10-17 | 2025-10-21 | 2 | 2 |
| -11.19% | 2025-09-23 | 2025-09-30 | 2025-10-06 | 5 | 4 |
| -10.12% | 2023-09-08 | 2023-09-13 | 2023-09-21 | 3 | 6 |
| -9.30% | 2025-10-28 | 2025-10-29 | 2025-11-10 | 1 | 8 |
Worst depth first · lengths in trading days.