$9.27
+0.09 (+0.98%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 67.24% | Sharpe | 0.84 |
| Sortino | 1.19 |
| Beta | 2.50 | Correlation | 0.45 |
| Up capture | 182.69% | Down capture | 76.94% |
Relative Value shows 1.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.62% | Ulcer Index | 28.16 |
| MTD | −5.21% | QTD | −44.89% |
| YTD | −6.74% | Window (ann., 3.0y) | 39.73% |
| Skewness | −0.58 | Excess Kurtosis | 5.45 |
| Omega (θ=0) | 1.16 | Tail Ratio | 0.97 |
| Gain/Pain | 0.16 | Hit Rate | 50.66% |
| Win/Loss | 1.08 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.46% | -10.62% | -6.74% | -9.63% |
| CVaR (ES) | -9.85% | -16.86% | -8.51% | -11.06% |
| VaR (Cornish-Fisher) | — | — | -6.95% | -16.30% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.62% | 2024-07-23 | 2025-04-03 | 2026-01-22 | 175 | 201 |
| -47.02% | 2026-06-29 | 2026-07-29 | ongoing | 21 | — |
| -32.23% | 2023-10-17 | 2023-12-15 | 2024-02-09 | 43 | 37 |
| -31.06% | 2026-02-10 | 2026-03-18 | 2026-05-01 | 25 | 31 |
| -26.41% | 2024-03-25 | 2024-04-29 | 2024-05-15 | 25 | 12 |
| -23.75% | 2024-05-31 | 2024-07-08 | 2024-07-16 | 24 | 6 |
| -13.44% | 2024-02-28 | 2024-02-29 | 2024-03-05 | 1 | 3 |
| -12.71% | 2024-05-15 | 2024-05-23 | 2024-05-29 | 6 | 3 |
| -11.95% | 2026-05-14 | 2026-06-05 | 2026-06-18 | 15 | 6 |
| -10.34% | 2024-03-11 | 2024-03-15 | 2024-03-22 | 4 | 5 |
Worst depth first · lengths in trading days.