$10.55
+0.03 (+0.29%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2024-09-26 — the price history has a 1917-day gap before it.
From 473 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 63.86% | Sharpe | 1.12 |
| Sortino | 1.80 |
| Beta | 1.08 | Correlation | 0.22 |
| Up capture | 180.63% | Down capture | −141.47% |
Relative Value shows 111.03 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.41% | Ulcer Index | 18.81 |
| MTD | −10.52% | QTD | −10.29% |
| YTD | 3.53% | Window (ann., 1.9y) | 66.28% |
| Skewness | 0.57 | Excess Kurtosis | 3.63 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.33 |
| Gain/Pain | 0.23 | Hit Rate | 50.11% |
| Win/Loss | 1.14 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.38% | -9.00% | -6.33% | -9.07% |
| CVaR (ES) | -7.72% | -12.99% | -8.01% | -10.44% |
| VaR (Cornish-Fisher) | — | — | -5.37% | -10.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.41% | 2025-09-15 | 2025-11-06 | 2026-02-25 | 38 | 74 |
| -36.26% | 2025-02-13 | 2025-04-14 | 2025-06-16 | 41 | 43 |
| -27.77% | 2026-03-04 | 2026-08-17 | ongoing | 111 | — |
| -20.42% | 2025-07-21 | 2025-08-05 | 2025-08-20 | 11 | 11 |
| -18.23% | 2024-10-17 | 2024-10-28 | 2024-11-08 | 7 | 9 |
| -17.71% | 2024-12-16 | 2024-12-20 | 2025-02-05 | 4 | 29 |
| -9.30% | 2025-08-27 | 2025-09-03 | 2025-09-15 | 4 | 8 |
| -8.98% | 2025-06-27 | 2025-07-02 | 2025-07-21 | 3 | 12 |
| -8.52% | 2025-02-05 | 2025-02-12 | 2025-02-13 | 5 | 1 |
| -6.35% | 2024-11-08 | 2024-11-14 | 2024-11-15 | 4 | 1 |
Worst depth first · lengths in trading days.