$4.33
+0.03 (+0.70%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.37% | Sharpe | 0.13 |
| Sortino | 0.21 |
| Beta | 2.02 | Correlation | 0.25 |
| Up capture | 240.67% | Down capture | 447.92% |
Relative Value shows 1.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −81.32% | Ulcer Index | 54.76 |
| MTD | 118.69% | QTD | 76.02% |
| YTD | 134.05% | Window (ann., 3.0y) | −9.29% |
| Skewness | 1.45 | Excess Kurtosis | 14.00 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.16 |
| Gain/Pain | 0.02 | Hit Rate | 43.72% |
| Win/Loss | 1.19 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.22% | -8.58% | -6.22% | -8.82% |
| CVaR (ES) | -7.42% | -11.34% | -7.81% | -10.10% |
| VaR (Cornish-Fisher) | — | — | -3.44% | -14.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -81.32% | 2024-01-08 | 2025-05-29 | ongoing | 348 | — |
| -27.82% | 2023-08-30 | 2023-11-28 | 2023-12-21 | 62 | 17 |
| -3.10% | 2023-08-21 | 2023-08-28 | 2023-08-30 | 5 | 2 |
| -2.03% | 2023-12-21 | 2023-12-22 | 2023-12-26 | 1 | 1 |
| -1.23% | 2024-01-04 | 2024-01-05 | 2024-01-08 | 1 | 1 |
| -0.81% | 2023-12-27 | 2023-12-28 | 2023-12-29 | 1 | 1 |
Worst depth first · lengths in trading days.