$1.61
-0.05 (-3.01%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 67.05% | Sharpe | 0.23 |
| Sortino | 0.37 |
| Beta | 1.54 | Correlation | 0.34 |
| Up capture | 118.20% | Down capture | 278.86% |
Relative Value shows 1.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.15% | Ulcer Index | 35.63 |
| MTD | 17.52% | QTD | 23.85% |
| YTD | −1.83% | Window (ann., 3.0y) | −6.03% |
| Skewness | 1.43 | Excess Kurtosis | 10.40 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.07 |
| Gain/Pain | 0.04 | Hit Rate | 43.98% |
| Win/Loss | 1.10 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.13% | -9.05% | -6.89% | -9.77% |
| CVaR (ES) | -8.35% | -12.54% | -8.65% | -11.20% |
| VaR (Cornish-Fisher) | — | — | -4.12% | -12.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.15% | 2025-01-03 | 2026-04-10 | ongoing | 314 | — |
| -59.30% | 2023-08-30 | 2024-06-07 | 2024-11-11 | 194 | 108 |
| -16.81% | 2024-12-03 | 2024-12-16 | 2025-01-03 | 9 | 12 |
| -4.55% | 2024-11-21 | 2024-11-22 | 2024-11-25 | 1 | 1 |
| -4.31% | 2024-11-12 | 2024-11-18 | 2024-11-21 | 4 | 3 |
| -3.14% | 2024-11-25 | 2024-11-27 | 2024-12-02 | 2 | 2 |
| -1.55% | 2023-08-22 | 2023-08-24 | 2023-08-29 | 2 | 3 |
Worst depth first · lengths in trading days.