$9.49
+0.25 (+2.71%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 71.00% | Sharpe | 0.83 |
| Sortino | 1.28 |
| Beta | 1.81 | Correlation | 0.34 |
| Up capture | 190.94% | Down capture | 32.83% |
| Max Drawdown | −69.59% | Ulcer Index | 40.56 |
| MTD | 19.67% | QTD | 17.02% |
| YTD | 59.50% | Window (ann., 3.0y) | 39.92% |
| Skewness | 0.45 | Excess Kurtosis | 8.28 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.22 |
| Gain/Pain | 0.17 | Hit Rate | 50.00% |
| Win/Loss | 1.10 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.89% | -9.11% | -7.12% | -10.17% |
| CVaR (ES) | -9.10% | -16.34% | -8.99% | -11.69% |
| VaR (Cornish-Fisher) | — | — | -5.79% | -17.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.59% | 2024-02-14 | 2024-09-06 | 2026-02-24 | 141 | 366 |
| -40.53% | 2023-08-24 | 2023-10-25 | 2023-11-13 | 43 | 13 |
| -25.78% | 2026-02-25 | 2026-02-27 | 2026-04-09 | 2 | 28 |
| -16.93% | 2023-11-27 | 2023-12-05 | 2024-01-02 | 6 | 18 |
| -13.60% | 2024-01-16 | 2024-01-31 | 2024-02-09 | 11 | 7 |
| -12.69% | 2026-04-09 | 2026-05-18 | 2026-06-23 | 27 | 22 |
| -10.37% | 2026-07-21 | 2026-08-03 | 2026-08-07 | 9 | 4 |
| -5.39% | 2024-01-08 | 2024-01-11 | 2024-01-12 | 3 | 1 |
| -5.19% | 2024-01-02 | 2024-01-04 | 2024-01-05 | 2 | 1 |
| -4.60% | 2026-06-23 | 2026-06-25 | 2026-06-26 | 2 | 1 |
Worst depth first · lengths in trading days.