$11.26
+0.11 (+0.99%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 95.69% | Sharpe | 0.47 |
| Sortino | 0.75 |
| Beta | 5.09 | Correlation | 0.67 |
| Up capture | 277.34% | Down capture | 473.54% |
Relative Value shows 5.27 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −78.35% | Ulcer Index | 48.38 |
| MTD | −0.53% | QTD | −18.93% |
| YTD | 25.39% | Window (ann., 3.0y) | 0.63% |
| Skewness | 0.70 | Excess Kurtosis | 2.21 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.25 |
| Gain/Pain | 0.09 | Hit Rate | 45.81% |
| Win/Loss | 1.26 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.57% | -13.71% | -9.74% | -13.84% |
| CVaR (ES) | -11.60% | -15.72% | -12.25% | -15.89% |
| VaR (Cornish-Fisher) | — | — | -8.21% | -12.72% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -78.35% | 2023-12-27 | 2026-02-05 | ongoing | 528 | — |
| -46.64% | 2023-08-29 | 2023-10-03 | 2023-12-01 | 24 | 42 |
| -12.69% | 2023-12-08 | 2023-12-11 | 2023-12-14 | 1 | 3 |
| -10.21% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.90% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.19% | 2023-12-06 | 2023-12-07 | 2023-12-08 | 1 | 1 |
Worst depth first · lengths in trading days.