$18.07
+0.57 (+3.26%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.72% | Sharpe | −1.27 |
| Sortino | −1.56 |
| Beta | 0.94 | Correlation | 0.33 |
| Up capture | −25.94% | Down capture | 467.10% |
| Max Drawdown | −86.49% | Ulcer Index | 62.53 |
| MTD | 2.09% | QTD | 3.14% |
| YTD | −24.65% | Window (ann., 3.0y) | −46.02% |
| Skewness | −2.02 | Excess Kurtosis | 16.28 |
| Omega (θ=0) | 0.79 | Tail Ratio | 0.95 |
| Gain/Pain | −0.21 | Hit Rate | 46.46% |
| Win/Loss | 0.91 | Upside Potential | 0.37 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.74% | -6.39% | -4.53% | -6.32% |
| CVaR (ES) | -6.40% | -13.19% | -5.63% | -7.21% |
| VaR (Cornish-Fisher) | — | — | -4.98% | -16.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -86.49% | 2023-08-30 | 2026-06-17 | ongoing | 698 | — |
| -1.77% | 2023-08-18 | 2023-08-22 | 2023-08-23 | 2 | 1 |
| -1.21% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
Worst depth first · lengths in trading days.