$5.98
-0.09 (-1.48%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 72.50% | Sharpe | 0.56 |
| Sortino | 0.82 |
| Beta | 0.89 | Correlation | 0.17 |
| Up capture | 165.52% | Down capture | 145.33% |
Relative Value shows 1.68 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.72% | Ulcer Index | 40.60 |
| MTD | 11.15% | QTD | 1.70% |
| YTD | 2.05% | Window (ann., 3.0y) | 14.55% |
| Skewness | −0.14 | Excess Kurtosis | 9.83 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.12 |
| Gain/Pain | 0.11 | Hit Rate | 49.20% |
| Win/Loss | 1.09 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.85% | -12.28% | -7.35% | -10.46% |
| CVaR (ES) | -9.79% | -18.82% | -9.26% | -12.01% |
| VaR (Cornish-Fisher) | — | — | -6.63% | -21.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.72% | 2024-01-16 | 2025-04-08 | 2026-01-28 | 308 | 202 |
| -40.95% | 2026-05-28 | 2026-07-29 | ongoing | 39 | — |
| -30.00% | 2026-02-03 | 2026-03-30 | 2026-05-26 | 38 | 39 |
| -23.92% | 2023-09-11 | 2023-10-25 | 2023-11-22 | 32 | 20 |
| -7.26% | 2026-01-28 | 2026-01-30 | 2026-02-03 | 2 | 2 |
| -6.48% | 2023-12-11 | 2023-12-20 | 2024-01-12 | 7 | 15 |
| -5.78% | 2023-08-21 | 2023-08-25 | 2023-09-07 | 4 | 8 |
| -4.86% | 2023-12-01 | 2023-12-06 | 2023-12-11 | 3 | 3 |
| -0.41% | 2026-05-26 | 2026-05-27 | 2026-05-28 | 1 | 1 |
Worst depth first · lengths in trading days.