$14.50
+0.26 (+1.83%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.17% | Sharpe | 0.16 |
| Sortino | 0.25 |
| Beta | 2.55 | Correlation | 0.42 |
| Up capture | 160.86% | Down capture | 407.22% |
Relative Value shows 2.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.04% | Ulcer Index | 47.59 |
| MTD | −2.62% | QTD | 55.08% |
| YTD | 35.64% | Window (ann., 3.0y) | −17.49% |
| Skewness | 1.35 | Excess Kurtosis | 14.16 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.21 |
| Gain/Pain | 0.03 | Hit Rate | 45.73% |
| Win/Loss | 1.16 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.47% | -10.35% | -8.36% | -11.84% |
| CVaR (ES) | -9.93% | -16.56% | -10.50% | -13.58% |
| VaR (Cornish-Fisher) | — | — | -4.76% | -20.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.04% | 2023-12-14 | 2025-02-25 | ongoing | 298 | — |
| -66.06% | 2023-08-29 | 2023-10-27 | 2023-12-14 | 42 | 33 |
| -6.20% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
Worst depth first · lengths in trading days.