$2.99
-0.05 (-1.64%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.63% | Sharpe | 0.50 |
| Sortino | 0.80 |
| Beta | 0.79 | Correlation | 0.19 |
| Up capture | 77.01% | Down capture | 9.43% |
Relative Value shows 1.23 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −50.00% | Ulcer Index | 25.55 |
| MTD | −13.58% | QTD | −19.19% |
| YTD | −31.74% | Window (ann., 3.0y) | 13.42% |
| Skewness | 0.92 | Excess Kurtosis | 5.08 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.14 |
| Gain/Pain | 0.09 | Hit Rate | 46.13% |
| Win/Loss | 1.14 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.19% | -7.99% | -5.86% | -8.33% |
| CVaR (ES) | -7.02% | -10.02% | -7.37% | -9.56% |
| VaR (Cornish-Fisher) | — | — | -4.48% | -9.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.00% | 2024-05-14 | 2025-04-21 | 2025-07-21 | 233 | 62 |
| -47.72% | 2025-10-15 | 2026-08-18 | ongoing | 207 | — |
| -23.29% | 2023-12-07 | 2024-02-21 | 2024-04-15 | 50 | 37 |
| -17.25% | 2025-08-21 | 2025-09-17 | 2025-10-10 | 18 | 17 |
| -14.29% | 2023-08-30 | 2023-09-14 | 2023-10-12 | 10 | 20 |
| -13.41% | 2025-07-24 | 2025-07-30 | 2025-08-15 | 4 | 12 |
| -13.33% | 2023-10-12 | 2023-10-27 | 2023-11-20 | 11 | 16 |
| -6.33% | 2023-08-24 | 2023-08-28 | 2023-08-30 | 2 | 2 |
| -5.02% | 2024-04-18 | 2024-04-23 | 2024-04-25 | 3 | 2 |
| -4.15% | 2024-05-06 | 2024-05-07 | 2024-05-10 | 1 | 3 |
Worst depth first · lengths in trading days.