$4.45
+0.11 (+2.53%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.57% | Sharpe | −0.16 |
| Sortino | −0.24 |
| Beta | 1.20 | Correlation | 0.35 |
| Up capture | 33.51% | Down capture | 184.86% |
| Max Drawdown | −68.36% | Ulcer Index | 33.01 |
| MTD | 7.75% | QTD | 15.58% |
| YTD | −34.27% | Window (ann., 3.0y) | −15.77% |
| Skewness | 1.45 | Excess Kurtosis | 12.10 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.99 |
| Gain/Pain | −0.03 | Hit Rate | 46.46% |
| Win/Loss | 1.06 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.88% | -7.21% | -4.75% | -6.71% |
| CVaR (ES) | -5.89% | -9.08% | -5.95% | -7.68% |
| VaR (Cornish-Fisher) | — | — | -2.75% | -9.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.36% | 2024-12-10 | 2026-04-29 | ongoing | 345 | — |
| -39.72% | 2023-12-19 | 2024-10-10 | 2024-11-14 | 203 | 25 |
| -30.15% | 2023-09-11 | 2023-11-09 | 2023-12-13 | 43 | 23 |
| -4.35% | 2023-08-23 | 2023-08-24 | 2023-09-01 | 1 | 6 |
| -2.47% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
| -2.37% | 2024-11-15 | 2024-11-20 | 2024-11-27 | 3 | 5 |
| -1.91% | 2024-11-27 | 2024-11-29 | 2024-12-03 | 1 | 2 |
| -1.90% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
| -1.25% | 2024-12-04 | 2024-12-05 | 2024-12-06 | 1 | 1 |
| -1.14% | 2024-12-06 | 2024-12-09 | 2024-12-10 | 1 | 1 |
Worst depth first · lengths in trading days.