$18.11
-0.09 (-0.49%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 75.89% | Sharpe | 0.27 |
| Sortino | 0.43 |
| Beta | −0.38 | Correlation | −0.07 |
| Up capture | −55.96% | Down capture | −338.38% |
Relative Value shows 0.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −85.21% | Ulcer Index | 65.29 |
| MTD | −8.07% | QTD | 1.51% |
| YTD | 27.70% | Window (ann., 3.0y) | −7.29% |
| Skewness | 1.41 | Excess Kurtosis | 10.33 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.07 |
| Gain/Pain | 0.05 | Hit Rate | 46.39% |
| Win/Loss | 1.13 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.49% | -10.42% | -7.78% | -11.04% |
| CVaR (ES) | -9.21% | -13.81% | -9.78% | -12.66% |
| VaR (Cornish-Fisher) | — | — | -4.69% | -14.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -85.21% | 2023-11-27 | 2024-11-11 | ongoing | 241 | — |
| -20.44% | 2023-09-11 | 2023-10-12 | 2023-10-23 | 23 | 7 |
| -16.23% | 2023-08-21 | 2023-08-29 | 2023-09-01 | 6 | 3 |
| -13.75% | 2023-09-05 | 2023-09-07 | 2023-09-11 | 2 | 2 |
| -9.05% | 2023-10-23 | 2023-10-26 | 2023-10-30 | 3 | 2 |
| -4.46% | 2023-10-30 | 2023-11-02 | 2023-11-03 | 3 | 1 |
| -2.94% | 2023-11-03 | 2023-11-06 | 2023-11-07 | 1 | 1 |
| -2.45% | 2023-11-14 | 2023-11-15 | 2023-11-16 | 1 | 1 |
Worst depth first · lengths in trading days.