$14.64
+0.17 (+1.17%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 78.32% | Sharpe | 0.90 |
| Sortino | 1.41 |
| Beta | 1.88 | Correlation | 0.31 |
| Up capture | 216.96% | Down capture | 221.40% |
| Max Drawdown | −66.29% | Ulcer Index | 35.43 |
| MTD | 13.58% | QTD | −7.87% |
| YTD | −5.18% | Window (ann., 3.0y) | 48.38% |
| Skewness | 0.55 | Excess Kurtosis | 12.99 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.21 |
| Gain/Pain | 0.19 | Hit Rate | 51.00% |
| Win/Loss | 1.12 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.24% | -10.48% | -7.84% | -11.20% |
| CVaR (ES) | -9.58% | -17.92% | -9.90% | -12.87% |
| VaR (Cornish-Fisher) | — | — | -5.74% | -23.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.29% | 2024-02-20 | 2024-10-23 | 2025-05-20 | 171 | 142 |
| -54.50% | 2025-05-21 | 2025-08-19 | 2026-05-07 | 61 | 178 |
| -39.36% | 2023-09-29 | 2023-10-17 | 2023-12-19 | 12 | 44 |
| -33.18% | 2026-05-07 | 2026-07-31 | ongoing | 55 | — |
| -23.22% | 2023-08-31 | 2023-09-11 | 2023-09-29 | 6 | 14 |
| -12.91% | 2024-01-09 | 2024-01-12 | 2024-01-18 | 3 | 3 |
| -10.71% | 2023-12-19 | 2023-12-21 | 2023-12-26 | 2 | 2 |
| -9.34% | 2024-02-08 | 2024-02-13 | 2024-02-20 | 3 | 4 |
| -5.14% | 2023-12-29 | 2024-01-02 | 2024-01-04 | 1 | 2 |
| -4.47% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.