$44.66
-1.16 (-2.53%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 75.07% | Sharpe | −0.49 |
| Sortino | −0.65 |
| Beta | 1.29 | Correlation | 0.31 |
| Up capture | −210.17% | Down capture | 4.08% |
Relative Value shows 2.23 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.64% | Ulcer Index | 46.52 |
| MTD | −17.37% | QTD | −19.33% |
| YTD | −30.37% | Window return | −47.56% |
| Skewness | −0.43 | Excess Kurtosis | 7.32 |
| Omega (θ=0) | 0.91 | Tail Ratio | 0.96 |
| Gain/Pain | −0.09 | Hit Rate | 49.80% |
| Win/Loss | 0.91 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.42% | -15.22% | -7.92% | -11.15% |
| CVaR (ES) | -11.42% | -21.67% | -9.90% | -12.75% |
| VaR (Cornish-Fisher) | — | — | -7.78% | -20.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.64% | 2025-10-06 | 2026-04-10 | ongoing | 127 | — |
| -7.30% | 2025-09-08 | 2025-09-10 | 2025-09-25 | 2 | 11 |
| -5.10% | 2025-08-28 | 2025-09-03 | 2025-09-05 | 3 | 2 |
| -0.68% | 2025-08-22 | 2025-08-25 | 2025-08-27 | 1 | 2 |
| -0.17% | 2025-09-30 | 2025-10-01 | 2025-10-02 | 1 | 1 |
Worst depth first · lengths in trading days.