$54.13
+0.60 (+1.12%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 100.25% | Sharpe | 0.65 |
| Sortino | 1.27 |
| Beta | −1.95 | Correlation | −0.25 |
| Up capture | 118.03% | Down capture | −299.05% |
| Max Drawdown | −80.96% | Ulcer Index | 51.47 |
| MTD | 12.68% | QTD | 0.86% |
| YTD | −22.17% | Window (ann., 3.0y) | 24.80% |
| Skewness | 6.36 | Excess Kurtosis | 101.43 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.07 |
| Gain/Pain | 0.17 | Hit Rate | 48.46% |
| Win/Loss | 1.23 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.83% | -11.13% | -10.13% | -14.43% |
| CVaR (ES) | -9.87% | -16.82% | -12.77% | -16.57% |
| VaR (Cornish-Fisher) | — | — | 19.03% | -38.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.96% | 2023-10-31 | 2025-04-08 | 2026-01-13 | 359 | 192 |
| -61.74% | 2026-01-21 | 2026-05-19 | ongoing | 80 | — |
| -10.32% | 2023-08-28 | 2023-09-08 | 2023-09-14 | 8 | 4 |
| -7.41% | 2023-10-03 | 2023-10-04 | 2023-10-10 | 1 | 4 |
| -7.25% | 2023-09-18 | 2023-09-25 | 2023-09-28 | 5 | 3 |
| -4.87% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -2.61% | 2023-10-26 | 2023-10-27 | 2023-10-31 | 1 | 2 |
| -1.67% | 2023-10-24 | 2023-10-25 | 2023-10-26 | 1 | 1 |
| -1.62% | 2023-10-16 | 2023-10-17 | 2023-10-19 | 1 | 2 |
| -0.52% | 2023-10-12 | 2023-10-13 | 2023-10-16 | 1 | 1 |
Worst depth first · lengths in trading days.