$0.67
+0.05 (+7.91%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.52% | Sharpe | −0.44 |
| Sortino | −0.60 |
| Beta | 0.26 | Correlation | 0.11 |
| Up capture | −46.97% | Down capture | 63.89% |
Relative Value shows 0.62 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.08% | Ulcer Index | 28.54 |
| MTD | 0.92% | QTD | −27.60% |
| YTD | −49.18% | Window (ann., 3.0y) | −22.17% |
| Skewness | −0.08 | Excess Kurtosis | 2.98 |
| Omega (θ=0) | 0.92 | Tail Ratio | 0.96 |
| Gain/Pain | −0.08 | Hit Rate | 43.73% |
| Win/Loss | 0.96 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.99% | -7.48% | -4.16% | -5.86% |
| CVaR (ES) | -5.99% | -8.96% | -5.20% | -6.70% |
| VaR (Cornish-Fisher) | — | — | -4.07% | -7.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.08% | 2025-03-24 | 2026-08-18 | ongoing | 349 | — |
| -14.46% | 2023-09-22 | 2023-10-30 | 2023-12-20 | 26 | 36 |
| -13.39% | 2024-01-26 | 2024-02-09 | 2024-03-26 | 10 | 31 |
| -12.50% | 2024-04-02 | 2024-05-09 | 2024-07-15 | 27 | 44 |
| -10.04% | 2024-07-26 | 2024-08-22 | 2024-11-27 | 19 | 68 |
| -7.31% | 2025-01-03 | 2025-01-13 | 2025-01-16 | 5 | 3 |
| -4.74% | 2024-12-17 | 2024-12-18 | 2024-12-20 | 1 | 2 |
| -4.11% | 2023-08-28 | 2023-09-07 | 2023-09-15 | 7 | 6 |
| -3.94% | 2025-02-28 | 2025-03-11 | 2025-03-20 | 7 | 7 |
| -3.60% | 2024-01-12 | 2024-01-17 | 2024-01-19 | 2 | 2 |
Worst depth first · lengths in trading days.