$4.05
+0.02 (+0.50%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 56.02% | Sharpe | −0.46 |
| Sortino | −0.58 |
| Beta | −0.86 | Correlation | −0.25 |
| Up capture | −105.34% | Down capture | −12.02% |
Relative Value shows −0.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −77.06% | Ulcer Index | 57.49 |
| MTD | −9.80% | QTD | −7.95% |
| YTD | −36.06% | Window (ann., 3.0y) | −34.43% |
| Skewness | −2.24 | Excess Kurtosis | 22.10 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.01 |
| Gain/Pain | −0.09 | Hit Rate | 48.34% |
| Win/Loss | 0.91 | Upside Potential | 0.38 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.46% | -7.29% | -5.91% | -8.31% |
| CVaR (ES) | -8.34% | -18.86% | -7.38% | -9.51% |
| VaR (Cornish-Fisher) | — | — | -6.25% | -25.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.06% | 2023-09-25 | 2025-03-04 | ongoing | 360 | — |
| -8.59% | 2023-09-01 | 2023-09-07 | 2023-09-22 | 3 | 11 |
| -3.06% | 2023-08-24 | 2023-08-31 | 2023-09-01 | 5 | 1 |
| -0.87% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.