$6.13
+0.03 (+0.49%)
USD · as of 2026-08-21 · marketstack
From 248 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 96.42% | Sharpe | 0.29 |
| Sortino | 0.48 |
| Beta | 2.65 | Correlation | 0.38 |
| Up capture | 188.21% | Down capture | 493.46% |
Relative Value shows 4.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −59.71% | Ulcer Index | 36.28 |
| MTD | 17.21% | QTD | 0.82% |
| YTD | 43.90% | Window return | −15.10% |
| Skewness | 1.13 | Excess Kurtosis | 4.06 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.34 |
| Gain/Pain | 0.05 | Hit Rate | 43.95% |
| Win/Loss | 1.32 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.17% | -12.90% | -9.88% | -14.02% |
| CVaR (ES) | -10.66% | -14.36% | -12.42% | -16.08% |
| VaR (Cornish-Fisher) | — | — | -7.29% | -11.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.71% | 2025-10-14 | 2025-12-17 | ongoing | 45 | — |
| -16.52% | 2025-10-07 | 2025-10-10 | 2025-10-14 | 3 | 2 |
| -13.34% | 2025-08-26 | 2025-09-05 | 2025-09-19 | 7 | 10 |
| -7.24% | 2025-09-23 | 2025-09-30 | 2025-10-02 | 5 | 2 |
| -0.81% | 2025-10-03 | 2025-10-06 | 2025-10-07 | 1 | 1 |
Worst depth first · lengths in trading days.