$11.08
+0.28 (+2.59%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.14% | Sharpe | −0.38 |
| Sortino | −0.51 |
| Beta | 0.68 | Correlation | 0.27 |
| Up capture | 27.01% | Down capture | 267.25% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −70.50% | Ulcer Index | 31.81 |
| MTD | 3.36% | QTD | 2.88% |
| YTD | −42.38% | Window (ann., 3.0y) | −19.51% |
| Skewness | −1.23 | Excess Kurtosis | 25.28 |
| Omega (θ=0) | 0.93 | Tail Ratio | 1.10 |
| Gain/Pain | −0.07 | Hit Rate | 47.07% |
| Win/Loss | 1.01 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.07% | -7.41% | -4.01% | -5.65% |
| CVaR (ES) | -5.75% | -10.89% | -5.01% | -6.46% |
| VaR (Cornish-Fisher) | — | — | -3.56% | -20.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -70.50% | 2024-12-06 | 2026-05-13 | ongoing | 357 | — |
| -14.90% | 2024-02-26 | 2024-07-05 | 2024-07-25 | 90 | 14 |
| -12.45% | 2023-09-11 | 2023-11-09 | 2024-02-21 | 43 | 69 |
| -10.85% | 2024-07-31 | 2024-11-01 | 2024-11-05 | 66 | 2 |
| -5.31% | 2024-11-12 | 2024-11-15 | 2024-12-04 | 3 | 12 |
| -2.83% | 2024-02-21 | 2024-02-22 | 2024-02-26 | 1 | 2 |
| -1.63% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -1.53% | 2024-11-06 | 2024-11-07 | 2024-11-08 | 1 | 1 |
| -0.82% | 2023-09-05 | 2023-09-06 | 2023-09-11 | 1 | 3 |
| -0.31% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.