$0.44
+0.06 (+15.03%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 78.77% | Sharpe | 0.25 |
| Sortino | 0.42 |
| Beta | 0.37 | Correlation | 0.12 |
| Up capture | 21.52% | Down capture | 68.50% |
Relative Value shows 0.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.79% | Ulcer Index | 29.89 |
| MTD | 18.92% | QTD | 23.42% |
| YTD | 15.79% | Window (ann., 3.0y) | −8.94% |
| Skewness | 2.68 | Excess Kurtosis | 36.79 |
| Omega (θ=0) | 1.06 | Tail Ratio | 0.94 |
| Gain/Pain | 0.06 | Hit Rate | 42.67% |
| Win/Loss | 1.02 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.00% | -10.95% | -8.08% | -11.46% |
| CVaR (ES) | -9.84% | -17.96% | -10.16% | -13.15% |
| VaR (Cornish-Fisher) | — | — | 0.06% | -30.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.79% | 2025-10-21 | 2026-06-25 | ongoing | 166 | — |
| -44.07% | 2023-09-19 | 2025-08-20 | 2025-10-08 | 481 | 34 |
| -37.33% | 2025-10-08 | 2025-10-17 | 2025-10-21 | 7 | 2 |
| -3.88% | 2023-08-21 | 2023-08-25 | 2023-09-19 | 4 | 16 |
Worst depth first · lengths in trading days.