$3.83
+0.10 (+2.55%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.44% | Sharpe | 0.07 |
| Sortino | 0.10 |
| Beta | 1.49 | Correlation | 0.45 |
| Up capture | 85.63% | Down capture | 244.89% |
Relative Value shows 1.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.52% | Ulcer Index | 37.48 |
| MTD | −2.92% | QTD | −7.38% |
| YTD | 37.10% | Window (ann., 3.0y) | −6.90% |
| Skewness | 0.55 | Excess Kurtosis | 3.98 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.00 |
| Gain/Pain | 0.01 | Hit Rate | 46.27% |
| Win/Loss | 1.04 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.35% | -7.12% | -4.70% | -6.65% |
| CVaR (ES) | -6.05% | -8.68% | -5.89% | -7.62% |
| VaR (Cornish-Fisher) | — | — | -4.00% | -7.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.52% | 2024-11-04 | 2025-04-10 | ongoing | 107 | — |
| -25.40% | 2024-03-15 | 2024-07-08 | 2024-09-13 | 77 | 48 |
| -20.83% | 2023-09-01 | 2023-11-21 | 2024-02-20 | 56 | 60 |
| -9.50% | 2024-09-26 | 2024-10-02 | 2024-10-28 | 4 | 18 |
| -6.54% | 2023-08-21 | 2023-08-22 | 2023-08-30 | 1 | 6 |
| -4.51% | 2024-02-22 | 2024-02-29 | 2024-03-08 | 5 | 6 |
| -2.56% | 2024-09-23 | 2024-09-24 | 2024-09-25 | 1 | 1 |
| -2.44% | 2024-03-08 | 2024-03-11 | 2024-03-15 | 1 | 4 |
| -0.17% | 2024-10-30 | 2024-10-31 | 2024-11-01 | 1 | 1 |
Worst depth first · lengths in trading days.