$11.91
+0.50 (+4.38%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.58% | Sharpe | −0.18 |
| Sortino | −0.26 |
| Beta | 1.88 | Correlation | 0.52 |
| Up capture | 81.74% | Down capture | 407.82% |
Relative Value shows 1.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −76.09% | Ulcer Index | 48.51 |
| MTD | −2.78% | QTD | 5.68% |
| YTD | 10.07% | Window (ann., 3.0y) | −23.93% |
| Skewness | 0.33 | Excess Kurtosis | 2.02 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.99 |
| Gain/Pain | −0.03 | Hit Rate | 47.73% |
| Win/Loss | 1.04 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.79% | -9.49% | -6.11% | -8.63% |
| CVaR (ES) | -7.84% | -10.95% | -7.65% | -9.88% |
| VaR (Cornish-Fisher) | — | — | -5.61% | -9.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.09% | 2023-12-26 | 2026-03-18 | ongoing | 557 | — |
| -19.79% | 2023-08-29 | 2023-10-27 | 2023-12-01 | 42 | 24 |
| -4.33% | 2023-08-21 | 2023-08-25 | 2023-08-29 | 4 | 2 |
| -4.29% | 2023-12-04 | 2023-12-06 | 2023-12-13 | 2 | 5 |
| -1.89% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
| -1.43% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
Worst depth first · lengths in trading days.