$5.11
-0.01 (-0.20%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.11% | Sharpe | −0.32 |
| Sortino | −0.41 |
| Beta | 1.54 | Correlation | 0.44 |
| Up capture | 49.15% | Down capture | 316.99% |
Relative Value shows 1.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.26% | Ulcer Index | 42.87 |
| MTD | −0.39% | QTD | −7.93% |
| YTD | −21.87% | Window (ann., 3.0y) | −23.23% |
| Skewness | −2.07 | Excess Kurtosis | 22.79 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.97 |
| Gain/Pain | −0.06 | Hit Rate | 48.66% |
| Win/Loss | 0.95 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.90% | -6.33% | -4.94% | -6.96% |
| CVaR (ES) | -6.73% | -14.39% | -6.18% | -7.97% |
| VaR (Cornish-Fisher) | — | — | -5.08% | -22.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.26% | 2024-02-16 | 2026-05-19 | ongoing | 562 | — |
| -19.55% | 2023-08-30 | 2023-10-27 | 2023-12-14 | 41 | 33 |
| -4.71% | 2024-01-10 | 2024-01-18 | 2024-01-29 | 5 | 7 |
| -3.48% | 2024-01-29 | 2024-01-31 | 2024-02-02 | 2 | 2 |
| -3.06% | 2024-02-12 | 2024-02-13 | 2024-02-16 | 1 | 3 |
| -2.52% | 2024-02-02 | 2024-02-05 | 2024-02-08 | 1 | 3 |
| -1.50% | 2023-08-22 | 2023-08-24 | 2023-08-28 | 2 | 2 |
| -1.06% | 2023-12-26 | 2023-12-27 | 2024-01-02 | 1 | 3 |
Worst depth first · lengths in trading days.