$7.26
+0.30 (+4.31%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 83.53% | Sharpe | 0.99 |
| Sortino | 1.70 |
| Beta | 2.25 | Correlation | 0.32 |
| Up capture | 371.29% | Down capture | 240.90% |
| Max Drawdown | −58.19% | Ulcer Index | 33.24 |
| MTD | 14.69% | QTD | 27.82% |
| YTD | −18.97% | Window (ann., 3.0y) | 63.01% |
| Skewness | 1.85 | Excess Kurtosis | 15.15 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.28 |
| Gain/Pain | 0.21 | Hit Rate | 46.45% |
| Win/Loss | 1.27 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.49% | -10.35% | -8.33% | -11.91% |
| CVaR (ES) | -9.53% | -15.28% | -10.53% | -13.70% |
| VaR (Cornish-Fisher) | — | — | -3.61% | -16.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.19% | 2024-03-27 | 2025-04-03 | 2025-10-21 | 255 | 138 |
| -57.55% | 2025-12-22 | 2026-03-30 | ongoing | 66 | — |
| -42.64% | 2023-08-18 | 2023-10-31 | 2024-01-25 | 51 | 58 |
| -22.89% | 2024-03-07 | 2024-03-20 | 2024-03-26 | 9 | 4 |
| -13.59% | 2025-10-28 | 2025-11-10 | 2025-11-19 | 9 | 7 |
| -9.77% | 2024-01-29 | 2024-02-05 | 2024-02-09 | 5 | 4 |
| -8.62% | 2025-12-08 | 2025-12-10 | 2025-12-16 | 2 | 4 |
| -6.97% | 2025-11-28 | 2025-12-02 | 2025-12-03 | 2 | 1 |
| -6.03% | 2024-02-27 | 2024-02-29 | 2024-03-01 | 2 | 1 |
| -5.68% | 2024-02-12 | 2024-02-13 | 2024-02-15 | 1 | 2 |
Worst depth first · lengths in trading days.