$7.71
-0.25 (-3.14%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.45% | Sharpe | 0.38 |
| Sortino | 0.62 |
| Beta | 1.06 | Correlation | 0.17 |
| Up capture | 120.53% | Down capture | 121.63% |
Relative Value shows 1.06 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −79.06% | Ulcer Index | 45.62 |
| MTD | 27.44% | QTD | 34.79% |
| YTD | −37.11% | Window (ann., 3.0y) | −1.22% |
| Skewness | 1.79 | Excess Kurtosis | 20.25 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.20 |
| Gain/Pain | 0.08 | Hit Rate | 45.73% |
| Win/Loss | 1.24 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.13% | -10.15% | -8.32% | -11.81% |
| CVaR (ES) | -9.44% | -16.35% | -10.46% | -13.55% |
| VaR (Cornish-Fisher) | — | — | -3.30% | -23.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -79.06% | 2025-10-24 | 2026-06-23 | ongoing | 161 | — |
| -76.35% | 2024-03-08 | 2024-11-15 | 2025-08-08 | 175 | 180 |
| -18.76% | 2023-09-05 | 2023-10-03 | 2023-10-16 | 20 | 9 |
| -14.72% | 2023-10-16 | 2023-10-27 | 2023-11-06 | 9 | 6 |
| -14.19% | 2025-09-29 | 2025-10-02 | 2025-10-24 | 3 | 16 |
| -11.94% | 2025-08-14 | 2025-08-20 | 2025-08-26 | 4 | 4 |
| -9.95% | 2024-01-22 | 2024-01-30 | 2024-02-15 | 6 | 12 |
| -9.50% | 2023-11-06 | 2023-11-13 | 2023-11-16 | 5 | 3 |
| -8.56% | 2023-12-28 | 2024-01-05 | 2024-01-09 | 5 | 2 |
| -7.97% | 2025-09-11 | 2025-09-12 | 2025-09-18 | 1 | 4 |
Worst depth first · lengths in trading days.