$5.49
+0.14 (+2.62%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.66% | Sharpe | −0.24 |
| Sortino | −0.33 |
| Beta | 1.07 | Correlation | 0.26 |
| Up capture | 58.49% | Down capture | 293.02% |
Relative Value shows 0.56 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −59.06% | Ulcer Index | 39.51 |
| MTD | −4.19% | QTD | 4.17% |
| YTD | −27.48% | Window (ann., 3.0y) | −19.58% |
| Skewness | 0.01 | Excess Kurtosis | 2.92 |
| Omega (θ=0) | 0.96 | Tail Ratio | 0.94 |
| Gain/Pain | −0.04 | Hit Rate | 47.53% |
| Win/Loss | 0.99 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.67% | -7.15% | -4.88% | -6.88% |
| CVaR (ES) | -6.65% | -9.63% | -6.11% | -7.88% |
| VaR (Cornish-Fisher) | — | — | -4.70% | -8.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.06% | 2023-09-01 | 2025-04-08 | ongoing | 400 | — |
| -2.31% | 2023-08-28 | 2023-08-30 | 2023-09-01 | 2 | 2 |
| -0.90% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
Worst depth first · lengths in trading days.