$1.13
+0.01 (+0.89%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 49.24% | Sharpe | −0.57 |
| Sortino | −0.81 |
| Beta | 1.85 | Correlation | 0.49 |
| Up capture | 29.48% | Down capture | 398.29% |
Relative Value shows 1.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −77.34% | Ulcer Index | 49.78 |
| MTD | −21.53% | QTD | −22.07% |
| YTD | −49.55% | Window (ann., 3.0y) | −32.97% |
| Skewness | 0.24 | Excess Kurtosis | 4.70 |
| Omega (θ=0) | 0.90 | Tail Ratio | 0.89 |
| Gain/Pain | −0.10 | Hit Rate | 45.32% |
| Win/Loss | 0.98 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.69% | -7.35% | -5.21% | -7.33% |
| CVaR (ES) | -6.87% | -11.47% | -6.51% | -8.38% |
| VaR (Cornish-Fisher) | — | — | -4.71% | -10.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.34% | 2023-12-27 | 2026-08-18 | ongoing | 656 | — |
| -22.51% | 2023-09-15 | 2023-10-27 | 2023-11-17 | 30 | 15 |
| -2.85% | 2023-12-01 | 2023-12-06 | 2023-12-08 | 3 | 2 |
| -2.04% | 2023-09-11 | 2023-09-13 | 2023-09-15 | 2 | 2 |
| -2.03% | 2023-12-14 | 2023-12-18 | 2023-12-19 | 2 | 1 |
| -1.97% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -1.78% | 2023-12-08 | 2023-12-12 | 2023-12-13 | 2 | 1 |
| -1.67% | 2023-09-05 | 2023-09-06 | 2023-09-11 | 1 | 3 |
| -1.50% | 2023-11-22 | 2023-11-24 | 2023-11-28 | 1 | 2 |
| -0.98% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
Worst depth first · lengths in trading days.