$18.21
+0.17 (+0.94%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 97.72% | Sharpe | 0.44 |
| Sortino | 0.78 |
| Beta | 1.70 | Correlation | 0.28 |
| Up capture | 100.82% | Down capture | 92.47% |
Relative Value shows 1.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.18% | Ulcer Index | 46.14 |
| MTD | −16.16% | QTD | −17.53% |
| YTD | −9.31% | Window (ann., 3.0y) | −0.49% |
| Skewness | 3.88 | Excess Kurtosis | 48.22 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.16 |
| Gain/Pain | 0.12 | Hit Rate | 47.47% |
| Win/Loss | 1.20 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.37% | -14.16% | -9.96% | -14.15% |
| CVaR (ES) | -11.41% | -23.01% | -12.53% | -16.24% |
| VaR (Cornish-Fisher) | — | — | 4.58% | -31.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.18% | 2024-05-14 | 2026-08-18 | ongoing | 563 | — |
| -47.95% | 2023-09-05 | 2024-04-22 | 2024-05-13 | 158 | 15 |
| -11.47% | 2023-08-21 | 2023-08-24 | 2023-08-31 | 3 | 5 |
| -0.70% | 2023-08-31 | 2023-09-01 | 2023-09-05 | 1 | 1 |
Worst depth first · lengths in trading days.