$11.60
+0.49 (+4.41%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 56.21% | Sharpe | −0.33 |
| Sortino | −0.47 |
| Beta | 1.16 | Correlation | 0.25 |
| Up capture | 14.86% | Down capture | 212.01% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −82.24% | Ulcer Index | 51.31 |
| MTD | 26.22% | QTD | 16.23% |
| YTD | 14.85% | Window (ann., 3.0y) | −29.16% |
| Skewness | 0.75 | Excess Kurtosis | 40.86 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.99 |
| Gain/Pain | −0.07 | Hit Rate | 49.20% |
| Win/Loss | 0.95 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.47% | -6.98% | -5.90% | -8.31% |
| CVaR (ES) | -7.47% | -15.71% | -7.38% | -9.51% |
| VaR (Cornish-Fisher) | — | — | -2.19% | -39.45% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.24% | 2023-08-21 | 2026-03-20 | ongoing | 647 | — |
Worst depth first · lengths in trading days.