$6.09
+0.30 (+5.18%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 63.52% | Sharpe | 0.12 |
| Sortino | 0.18 |
| Beta | 1.03 | Correlation | 0.18 |
| Up capture | 52.92% | Down capture | 67.36% |
Relative Value shows 0.86 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −72.28% | Ulcer Index | 43.82 |
| MTD | 8.75% | QTD | −0.81% |
| YTD | 69.55% | Window (ann., 3.0y) | −11.72% |
| Skewness | 0.90 | Excess Kurtosis | 21.23 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.20 |
| Gain/Pain | 0.02 | Hit Rate | 45.87% |
| Win/Loss | 1.16 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.69% | -9.28% | -6.55% | -9.28% |
| CVaR (ES) | -8.05% | -16.40% | -8.22% | -10.63% |
| VaR (Cornish-Fisher) | — | — | -3.75% | -25.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.28% | 2024-12-10 | 2025-11-06 | ongoing | 227 | — |
| -44.97% | 2023-09-01 | 2024-07-10 | 2024-12-06 | 213 | 105 |
| -1.64% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.09% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.