$13.73
+0.05 (+0.37%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.47% | Sharpe | 0.04 |
| Sortino | 0.07 |
| Beta | 2.66 | Correlation | 0.40 |
| Up capture | 151.35% | Down capture | 316.31% |
| Max Drawdown | −74.10% | Ulcer Index | 42.54 |
| MTD | 1.33% | QTD | 1.40% |
| YTD | 92.25% | Window (ann., 3.0y) | −11.88% |
| Skewness | 1.05 | Excess Kurtosis | 22.01 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.03 |
| Gain/Pain | 0.01 | Hit Rate | 48.06% |
| Win/Loss | 1.05 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.15% | -7.98% | -5.74% | -8.12% |
| CVaR (ES) | -7.18% | -13.75% | -7.20% | -9.30% |
| VaR (Cornish-Fisher) | — | — | -3.07% | -21.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.10% | 2024-08-26 | 2026-03-30 | ongoing | 398 | — |
| -50.09% | 2023-08-18 | 2023-11-16 | 2024-05-14 | 63 | 122 |
| -17.04% | 2024-07-29 | 2024-08-06 | 2024-08-23 | 6 | 13 |
| -9.29% | 2024-05-22 | 2024-07-10 | 2024-07-25 | 32 | 11 |
| -0.60% | 2024-05-15 | 2024-05-16 | 2024-05-17 | 1 | 1 |
| -0.14% | 2024-05-17 | 2024-05-20 | 2024-05-21 | 1 | 1 |
Worst depth first · lengths in trading days.