$5.63
+0.06 (+1.08%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.30% | Sharpe | −0.21 |
| Sortino | −0.28 |
| Beta | 0.12 | Correlation | 0.04 |
| Up capture | −47.29% | Down capture | 42.58% |
Relative Value shows 0.77 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −67.65% | Ulcer Index | 46.31 |
| MTD | −6.79% | QTD | −1.92% |
| YTD | −17.81% | Window (ann., 3.0y) | −18.67% |
| Skewness | −1.38 | Excess Kurtosis | 14.41 |
| Omega (θ=0) | 0.96 | Tail Ratio | 1.07 |
| Gain/Pain | −0.04 | Hit Rate | 46.87% |
| Win/Loss | 1.04 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.72% | -7.84% | -4.84% | -6.82% |
| CVaR (ES) | -6.75% | -14.77% | -6.05% | -7.81% |
| VaR (Cornish-Fisher) | — | — | -5.02% | -17.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.65% | 2024-02-26 | 2026-05-14 | ongoing | 556 | — |
| -15.85% | 2024-01-03 | 2024-01-24 | 2024-02-09 | 14 | 12 |
| -15.31% | 2023-10-17 | 2023-11-09 | 2024-01-03 | 17 | 36 |
| -5.06% | 2023-09-14 | 2023-09-21 | 2023-09-25 | 5 | 2 |
| -4.31% | 2024-02-16 | 2024-02-21 | 2024-02-26 | 2 | 3 |
| -3.91% | 2023-09-26 | 2023-10-04 | 2023-10-09 | 6 | 3 |
| -3.79% | 2024-02-12 | 2024-02-13 | 2024-02-14 | 1 | 1 |
| -3.44% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
| -3.13% | 2023-08-30 | 2023-09-07 | 2023-09-12 | 5 | 3 |
| -2.25% | 2023-10-11 | 2023-10-13 | 2023-10-17 | 2 | 2 |
Worst depth first · lengths in trading days.