$3.63
+0.20 (+5.83%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.53% | Sharpe | −0.57 |
| Sortino | −0.71 |
| Beta | 0.66 | Correlation | 0.20 |
| Up capture | −28.55% | Down capture | 259.00% |
Relative Value shows 0.48 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −80.35% | Ulcer Index | 43.16 |
| MTD | −22.44% | QTD | −1.09% |
| YTD | −51.47% | Window (ann., 3.0y) | −34.64% |
| Skewness | −2.75 | Excess Kurtosis | 30.54 |
| Omega (θ=0) | 0.88 | Tail Ratio | 0.89 |
| Gain/Pain | −0.12 | Hit Rate | 49.47% |
| Win/Loss | 0.86 | Upside Potential | 0.34 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.40% | -8.94% | -5.35% | -7.52% |
| CVaR (ES) | -8.32% | -16.29% | -6.68% | -8.60% |
| VaR (Cornish-Fisher) | — | — | -5.43% | -27.60% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.35% | 2024-06-27 | 2026-06-22 | ongoing | 493 | — |
| -15.04% | 2023-11-10 | 2023-11-28 | 2024-05-29 | 11 | 125 |
| -7.28% | 2023-09-05 | 2023-10-20 | 2023-11-10 | 33 | 15 |
| -3.54% | 2024-05-29 | 2024-06-03 | 2024-06-05 | 3 | 2 |
| -2.70% | 2024-06-12 | 2024-06-14 | 2024-06-20 | 2 | 3 |
| -1.66% | 2023-08-22 | 2023-08-24 | 2023-08-29 | 2 | 3 |
| -0.89% | 2023-08-29 | 2023-08-31 | 2023-09-05 | 2 | 2 |
Worst depth first · lengths in trading days.