$3.44
+0.05 (+1.47%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.42% | Sharpe | 0.79 |
| Sortino | 1.18 |
| Beta | 0.89 | Correlation | 0.23 |
| Up capture | 159.66% | Down capture | 64.93% |
Relative Value shows 1.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.63% | Ulcer Index | 26.61 |
| MTD | 32.31% | QTD | 24.64% |
| YTD | −14.85% | Window (ann., 3.0y) | 31.90% |
| Skewness | 0.06 | Excess Kurtosis | 1.74 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.11 |
| Gain/Pain | 0.14 | Hit Rate | 46.28% |
| Win/Loss | 1.12 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.03% | -8.34% | -5.37% | -7.66% |
| CVaR (ES) | -7.03% | -10.48% | -6.77% | -8.80% |
| VaR (Cornish-Fisher) | — | — | -5.19% | -8.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.63% | 2026-01-20 | 2026-07-16 | ongoing | 119 | — |
| -45.58% | 2024-04-26 | 2024-12-23 | 2025-06-11 | 166 | 115 |
| -22.11% | 2025-10-08 | 2025-11-06 | 2025-11-28 | 21 | 15 |
| -20.78% | 2023-08-24 | 2023-10-04 | 2023-11-27 | 28 | 38 |
| -17.50% | 2023-12-01 | 2024-02-05 | 2024-02-15 | 43 | 8 |
| -12.07% | 2025-11-28 | 2025-12-08 | 2026-01-07 | 6 | 20 |
| -11.96% | 2024-03-11 | 2024-03-19 | 2024-04-25 | 6 | 27 |
| -10.22% | 2025-08-08 | 2025-08-19 | 2025-08-26 | 7 | 5 |
| -8.89% | 2024-02-20 | 2024-02-22 | 2024-03-04 | 2 | 7 |
| -6.99% | 2025-07-25 | 2025-07-30 | 2025-08-04 | 3 | 3 |
Worst depth first · lengths in trading days.