$9.45
+0.42 (+4.65%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.01% | Sharpe | −0.60 |
| Sortino | −0.84 |
| Beta | 0.86 | Correlation | 0.20 |
| Up capture | −23.48% | Down capture | 324.85% |
Relative Value shows −0.35 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −91.99% | Ulcer Index | 71.76 |
| MTD | 16.38% | QTD | −3.47% |
| YTD | −1.05% | Window (ann., 3.0y) | −45.14% |
| Skewness | 0.29 | Excess Kurtosis | 11.38 |
| Omega (θ=0) | 0.89 | Tail Ratio | 0.97 |
| Gain/Pain | −0.11 | Hit Rate | 46.74% |
| Win/Loss | 0.99 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.97% | -9.95% | -6.89% | -9.68% |
| CVaR (ES) | -9.18% | -15.53% | -8.60% | -11.07% |
| VaR (Cornish-Fisher) | — | — | -5.61% | -19.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.99% | 2023-08-21 | 2025-05-27 | ongoing | 442 | — |
Worst depth first · lengths in trading days.