$11.50
-0.11 (-0.95%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.78% | Sharpe | 0.21 |
| Sortino | 0.35 |
| Beta | −0.07 | Correlation | −0.01 |
| Up capture | 37.99% | Down capture | 18.33% |
Relative Value shows 0.50 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −53.28% | Ulcer Index | 30.75 |
| MTD | −10.99% | QTD | −15.00% |
| YTD | −6.50% | Window (ann., 3.0y) | −4.11% |
| Skewness | 3.28 | Excess Kurtosis | 41.46 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.09 |
| Gain/Pain | 0.05 | Hit Rate | 47.60% |
| Win/Loss | 1.12 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.14% | -9.24% | -6.14% | -8.71% |
| CVaR (ES) | -7.42% | -13.91% | -7.72% | -9.99% |
| VaR (Cornish-Fisher) | — | — | 1.28% | -20.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.28% | 2024-07-19 | 2025-01-10 | ongoing | 120 | — |
| -49.74% | 2024-01-02 | 2024-07-08 | 2024-07-19 | 128 | 9 |
| -27.75% | 2023-08-22 | 2023-08-25 | 2023-08-28 | 3 | 1 |
| -23.92% | 2023-09-01 | 2023-11-13 | 2024-01-02 | 50 | 33 |
| -4.65% | 2023-08-28 | 2023-08-29 | 2023-08-31 | 1 | 2 |
Worst depth first · lengths in trading days.