$27.07
+0.93 (+3.56%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 97.74% | Sharpe | 1.16 |
| Sortino | 1.96 |
| Beta | −0.69 | Correlation | −0.09 |
| Up capture | 352.83% | Down capture | −72.85% |
Relative Value shows 2.74 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.93% | Ulcer Index | 34.89 |
| MTD | 38.61% | QTD | 15.68% |
| YTD | 13.88% | Window (ann., 3.0y) | 94.47% |
| Skewness | 1.19 | Excess Kurtosis | 6.73 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.33 |
| Gain/Pain | 0.23 | Hit Rate | 48.27% |
| Win/Loss | 1.24 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.98% | -13.65% | -9.68% | -13.88% |
| CVaR (ES) | -11.54% | -16.63% | -12.25% | -15.96% |
| VaR (Cornish-Fisher) | — | — | -6.60% | -14.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.93% | 2026-03-02 | 2026-07-16 | ongoing | 91 | — |
| -53.07% | 2024-04-11 | 2024-09-03 | 2025-06-06 | 99 | 190 |
| -52.99% | 2023-08-23 | 2023-11-14 | 2024-04-11 | 58 | 101 |
| -39.65% | 2026-01-27 | 2026-02-12 | 2026-03-02 | 12 | 11 |
| -30.16% | 2025-06-09 | 2025-06-16 | 2025-08-29 | 5 | 52 |
| -23.64% | 2025-10-16 | 2025-10-27 | 2025-11-12 | 7 | 12 |
| -14.30% | 2025-12-23 | 2025-12-29 | 2026-01-05 | 3 | 4 |
| -11.97% | 2026-01-07 | 2026-01-08 | 2026-01-12 | 1 | 2 |
| -10.53% | 2025-11-19 | 2025-11-21 | 2025-11-28 | 2 | 4 |
| -9.70% | 2025-09-12 | 2025-09-18 | 2025-09-19 | 4 | 1 |
Worst depth first · lengths in trading days.