$23.33
+2.42 (+11.57%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 87.26% | Sharpe | 0.62 |
| Sortino | 0.95 |
| Beta | −0.61 | Correlation | −0.10 |
| Up capture | 36.60% | Down capture | −318.97% |
| Max Drawdown | −69.73% | Ulcer Index | 47.71 |
| MTD | 8.41% | QTD | 26.86% |
| YTD | 209.01% | Window (ann., 3.0y) | 16.07% |
| Skewness | 0.05 | Excess Kurtosis | 14.12 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.45 |
| Gain/Pain | 0.13 | Hit Rate | 48.33% |
| Win/Loss | 1.17 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.60% | -11.90% | -8.83% | -12.57% |
| CVaR (ES) | -10.73% | -20.53% | -11.12% | -14.44% |
| VaR (Cornish-Fisher) | — | — | -7.19% | -30.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.73% | 2023-08-18 | 2024-12-20 | 2026-06-22 | 338 | 368 |
| -36.80% | 2026-06-29 | 2026-07-20 | ongoing | 14 | — |
| -2.44% | 2026-06-25 | 2026-06-26 | 2026-06-29 | 1 | 1 |
Worst depth first · lengths in trading days.