$14.28
-0.19 (-1.31%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.26% | Sharpe | 0.12 |
| Sortino | 0.19 |
| Beta | 2.77 | Correlation | 0.43 |
| Up capture | 99.08% | Down capture | 188.51% |
Relative Value shows 1.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −82.72% | Ulcer Index | 63.40 |
| MTD | 2.07% | QTD | −24.72% |
| YTD | 118.06% | Window (ann., 3.0y) | −19.69% |
| Skewness | 1.67 | Excess Kurtosis | 25.64 |
| Omega (θ=0) | 1.03 | Tail Ratio | 0.98 |
| Gain/Pain | 0.03 | Hit Rate | 50.40% |
| Win/Loss | 1.00 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.18% | -12.28% | -8.38% | -11.87% |
| CVaR (ES) | -11.44% | -21.58% | -10.52% | -13.60% |
| VaR (Cornish-Fisher) | — | — | -3.03% | -30.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.72% | 2023-08-30 | 2026-03-16 | ongoing | 636 | — |
| -0.93% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
Worst depth first · lengths in trading days.