$4.07
+0.17 (+4.36%)
USD · as of 2026-08-18 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.13% | Sharpe | 0.18 |
| Sortino | 0.26 |
| Beta | 1.28 | Correlation | 0.33 |
| Up capture | 118.52% | Down capture | 269.27% |
| Max Drawdown | −69.35% | Ulcer Index | 32.45 |
| MTD | 4.09% | QTD | −4.46% |
| YTD | −28.22% | Window (ann., 3.0y) | −6.32% |
| Skewness | −0.53 | Excess Kurtosis | 20.44 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.15 |
| Gain/Pain | 0.03 | Hit Rate | 46.86% |
| Win/Loss | 1.09 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.54% | -7.50% | -5.88% | -8.33% |
| CVaR (ES) | -7.33% | -13.77% | -7.38% | -9.55% |
| VaR (Cornish-Fisher) | — | — | -4.91% | -26.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.35% | 2024-11-06 | 2026-03-25 | ongoing | 344 | — |
| -34.74% | 2023-08-18 | 2024-02-05 | 2024-03-07 | 116 | 22 |
| -23.15% | 2024-03-08 | 2024-04-16 | 2024-06-24 | 26 | 47 |
| -16.50% | 2024-07-16 | 2024-08-07 | 2024-08-29 | 16 | 16 |
| -7.46% | 2024-09-19 | 2024-09-27 | 2024-10-16 | 6 | 13 |
| -7.37% | 2024-06-24 | 2024-07-02 | 2024-07-10 | 6 | 5 |
| -6.32% | 2024-08-29 | 2024-09-06 | 2024-09-16 | 5 | 6 |
| -4.31% | 2024-10-16 | 2024-10-24 | 2024-10-28 | 6 | 2 |
| -1.12% | 2024-11-01 | 2024-11-04 | 2024-11-05 | 1 | 1 |
Worst depth first · lengths in trading days.