$17.24
+0.64 (+3.86%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.13% | Sharpe | −0.55 |
| Sortino | −0.78 |
| Beta | 1.79 | Correlation | 0.43 |
| Up capture | 18.31% | Down capture | 404.75% |
Relative Value shows 1.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −88.40% | Ulcer Index | 59.09 |
| MTD | 5.31% | QTD | 9.04% |
| YTD | −9.02% | Window (ann., 3.0y) | −39.07% |
| Skewness | 0.30 | Excess Kurtosis | 2.72 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.05 |
| Gain/Pain | −0.09 | Hit Rate | 47.47% |
| Win/Loss | 1.00 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.99% | -9.27% | -6.26% | -8.79% |
| CVaR (ES) | -8.15% | -11.42% | -7.81% | -10.06% |
| VaR (Cornish-Fisher) | — | — | -5.72% | -10.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.40% | 2023-12-14 | 2026-03-30 | ongoing | 572 | — |
| -25.92% | 2023-09-01 | 2023-10-26 | 2023-12-13 | 38 | 33 |
| -1.53% | 2023-08-21 | 2023-08-24 | 2023-09-01 | 3 | 6 |
Worst depth first · lengths in trading days.