$16.07
-0.20 (-1.23%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 62.88% | Sharpe | 0.12 |
| Sortino | 0.17 |
| Beta | 1.54 | Correlation | 0.38 |
| Up capture | 87.63% | Down capture | 250.30% |
Relative Value shows 2.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −72.72% | Ulcer Index | 43.77 |
| MTD | −0.12% | QTD | −3.71% |
| YTD | 8.95% | Window (ann., 3.0y) | −11.69% |
| Skewness | 0.23 | Excess Kurtosis | 11.62 |
| Omega (θ=0) | 1.02 | Tail Ratio | 0.99 |
| Gain/Pain | 0.02 | Hit Rate | 48.53% |
| Win/Loss | 1.07 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.38% | -8.82% | -6.49% | -9.19% |
| CVaR (ES) | -8.11% | -14.82% | -8.14% | -10.53% |
| VaR (Cornish-Fisher) | — | — | -5.30% | -19.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.72% | 2024-12-04 | 2026-03-20 | ongoing | 322 | — |
| -43.24% | 2023-09-01 | 2023-10-26 | 2023-12-13 | 38 | 33 |
| -35.92% | 2023-12-14 | 2024-04-15 | 2024-07-16 | 82 | 63 |
| -30.62% | 2024-07-16 | 2024-09-10 | 2024-10-28 | 39 | 34 |
| -5.52% | 2024-10-28 | 2024-11-01 | 2024-11-11 | 4 | 6 |
| -4.84% | 2023-08-21 | 2023-08-28 | 2023-09-01 | 5 | 4 |
| -4.10% | 2024-11-11 | 2024-11-13 | 2024-11-19 | 2 | 4 |
| -3.67% | 2024-11-25 | 2024-11-27 | 2024-12-04 | 2 | 4 |
| -1.95% | 2024-11-21 | 2024-11-22 | 2024-11-25 | 1 | 1 |
Worst depth first · lengths in trading days.