$12.12
+0.12 (+1.00%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.57% | Sharpe | −0.17 |
| Sortino | −0.22 |
| Beta | 2.23 | Correlation | 0.49 |
| Up capture | 103.30% | Down capture | 428.53% |
Relative Value shows 0.84 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.24% | Ulcer Index | 38.57 |
| MTD | 12.95% | QTD | 17.78% |
| YTD | −28.37% | Window (ann., 3.0y) | −23.24% |
| Skewness | −0.86 | Excess Kurtosis | 9.41 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.99 |
| Gain/Pain | −0.03 | Hit Rate | 50.00% |
| Win/Loss | 0.94 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.27% | -9.15% | -6.00% | -8.47% |
| CVaR (ES) | -8.65% | -15.99% | -7.52% | -9.70% |
| VaR (Cornish-Fisher) | — | — | -6.15% | -17.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.24% | 2025-08-28 | 2026-04-10 | ongoing | 152 | — |
| -59.18% | 2023-09-06 | 2023-10-30 | 2025-08-25 | 38 | 455 |
| -1.46% | 2023-08-21 | 2023-08-24 | 2023-08-28 | 3 | 2 |
| -0.40% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
Worst depth first · lengths in trading days.