$6.60
-0.25 (-3.65%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 75.49% | Sharpe | 0.82 |
| Sortino | 1.28 |
| Beta | 1.04 | Correlation | 0.15 |
| Up capture | 207.92% | Down capture | −63.68% |
Relative Value shows 1.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.81% | Ulcer Index | 36.97 |
| MTD | 42.24% | QTD | 64.18% |
| YTD | 88.03% | Window (ann., 3.0y) | 40.33% |
| Skewness | 0.38 | Excess Kurtosis | 1.20 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.16 |
| Gain/Pain | 0.15 | Hit Rate | 46.34% |
| Win/Loss | 1.22 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.88% | -11.29% | -7.57% | -10.82% |
| CVaR (ES) | -9.22% | -12.96% | -9.56% | -12.43% |
| VaR (Cornish-Fisher) | — | — | -6.93% | -10.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.81% | 2023-08-30 | 2024-02-29 | 2025-09-22 | 125 | 392 |
| -41.19% | 2026-02-26 | 2026-03-20 | 2026-05-04 | 16 | 30 |
| -37.85% | 2026-05-12 | 2026-06-24 | 2026-08-07 | 26 | 31 |
| -31.77% | 2025-10-14 | 2025-11-05 | 2025-12-09 | 16 | 23 |
| -27.55% | 2026-01-23 | 2026-02-05 | 2026-02-23 | 9 | 11 |
| -11.93% | 2025-10-06 | 2025-10-10 | 2025-10-14 | 4 | 2 |
| -10.91% | 2025-12-26 | 2026-01-02 | 2026-01-12 | 4 | 6 |
| -6.94% | 2026-05-04 | 2026-05-05 | 2026-05-06 | 1 | 1 |
| -5.99% | 2025-09-26 | 2025-10-02 | 2025-10-06 | 4 | 2 |
| -4.40% | 2026-01-12 | 2026-01-14 | 2026-01-22 | 2 | 5 |
Worst depth first · lengths in trading days.