$10.68
+0.33 (+3.19%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 100.11% | Sharpe | 0.57 |
| Sortino | 1.09 |
| Beta | 0.84 | Correlation | 0.12 |
| Up capture | 109.83% | Down capture | −139.32% |
Relative Value shows 0.65 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.85% | Ulcer Index | 52.06 |
| MTD | 33.33% | QTD | 22.76% |
| YTD | 103.43% | Window (ann., 3.0y) | 14.48% |
| Skewness | 5.46 | Excess Kurtosis | 74.70 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.19 |
| Gain/Pain | 0.13 | Hit Rate | 46.79% |
| Win/Loss | 1.22 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.34% | -11.60% | -10.15% | -14.45% |
| CVaR (ES) | -10.21% | -15.10% | -12.78% | -16.58% |
| VaR (Cornish-Fisher) | — | — | 12.69% | -28.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.85% | 2023-12-28 | 2024-12-18 | ongoing | 245 | — |
| -34.20% | 2023-08-30 | 2023-11-09 | 2023-11-29 | 50 | 13 |
| -16.95% | 2023-12-04 | 2023-12-12 | 2023-12-19 | 6 | 5 |
| -4.86% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -3.34% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -3.27% | 2023-11-30 | 2023-12-01 | 2023-12-04 | 1 | 1 |
Worst depth first · lengths in trading days.