$14.09
+0.27 (+1.95%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 67.15% | Sharpe | 1.30 |
| Sortino | 2.21 |
| Beta | 1.44 | Correlation | 0.21 |
| Up capture | 265.12% | Down capture | −177.09% |
Relative Value shows 0.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.60% | Ulcer Index | 31.69 |
| MTD | 57.25% | QTD | 72.04% |
| YTD | 173.59% | Window (ann., 3.0y) | 90.52% |
| Skewness | 1.45 | Excess Kurtosis | 13.18 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.23 |
| Gain/Pain | 0.28 | Hit Rate | 50.13% |
| Win/Loss | 1.18 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.34% | -8.48% | -6.61% | -9.50% |
| CVaR (ES) | -7.61% | -11.68% | -8.38% | -10.93% |
| VaR (Cornish-Fisher) | — | — | -3.57% | -14.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.60% | 2024-07-23 | 2025-04-08 | 2025-06-23 | 178 | 51 |
| -62.85% | 2025-07-24 | 2026-03-19 | 2026-07-01 | 164 | 66 |
| -25.22% | 2023-08-30 | 2023-10-23 | 2023-11-08 | 37 | 12 |
| -23.31% | 2024-05-20 | 2024-06-26 | 2024-07-16 | 25 | 13 |
| -16.27% | 2024-02-27 | 2024-03-04 | 2024-03-20 | 4 | 12 |
| -10.71% | 2023-12-29 | 2024-01-19 | 2024-01-24 | 13 | 3 |
| -10.38% | 2024-04-04 | 2024-04-15 | 2024-04-29 | 7 | 10 |
| -10.00% | 2025-07-09 | 2025-07-15 | 2025-07-24 | 4 | 7 |
| -8.50% | 2024-03-27 | 2024-03-28 | 2024-04-01 | 1 | 1 |
| -8.00% | 2026-07-13 | 2026-07-23 | 2026-07-29 | 8 | 4 |
Worst depth first · lengths in trading days.