$0.55
+0.01 (+1.45%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 72.97% | Sharpe | 0.13 |
| Sortino | 0.20 |
| Beta | 0.94 | Correlation | 0.20 |
| Up capture | 62.32% | Down capture | 124.16% |
Relative Value shows 1.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −56.52% | Ulcer Index | 35.42 |
| MTD | −13.49% | QTD | −13.77% |
| YTD | −6.84% | Window (ann., 3.0y) | −15.36% |
| Skewness | 0.78 | Excess Kurtosis | 3.30 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.14 |
| Gain/Pain | 0.02 | Hit Rate | 45.74% |
| Win/Loss | 1.07 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.92% | -10.58% | -7.52% | -10.66% |
| CVaR (ES) | -9.17% | -12.34% | -9.45% | -12.21% |
| VaR (Cornish-Fisher) | — | — | -6.14% | -10.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -56.52% | 2023-08-24 | 2026-03-20 | ongoing | 644 | — |
| -0.66% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.