$15.81
+1.90 (+13.66%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 110.22% | Sharpe | 1.19 |
| Sortino | 2.12 |
| Beta | 3.04 | Correlation | 0.26 |
| Up capture | 567.66% | Down capture | 206.94% |
| Max Drawdown | −55.20% | Ulcer Index | 30.05 |
| MTD | 24.88% | QTD | 17.99% |
| YTD | 98.62% | Window (ann., 3.0y) | 108.92% |
| Skewness | 1.65 | Excess Kurtosis | 9.84 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.38 |
| Gain/Pain | 0.25 | Hit Rate | 47.93% |
| Win/Loss | 1.30 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.62% | -13.23% | -10.90% | -15.63% |
| CVaR (ES) | -12.02% | -17.98% | -13.80% | -17.98% |
| VaR (Cornish-Fisher) | — | — | -5.91% | -16.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.20% | 2026-01-22 | 2026-04-29 | 2026-05-29 | 65 | 21 |
| -54.82% | 2025-01-03 | 2025-04-08 | 2025-07-02 | 64 | 58 |
| -51.06% | 2023-12-28 | 2024-02-07 | 2024-07-18 | 27 | 111 |
| -49.72% | 2023-09-01 | 2023-10-23 | 2023-12-27 | 35 | 45 |
| -46.69% | 2024-08-21 | 2024-11-21 | 2025-01-03 | 65 | 28 |
| -41.31% | 2025-07-02 | 2025-08-06 | 2025-10-07 | 24 | 43 |
| -32.59% | 2025-10-16 | 2025-11-07 | 2025-11-25 | 16 | 12 |
| -30.95% | 2025-11-25 | 2025-12-17 | 2026-01-22 | 15 | 23 |
| -26.23% | 2024-07-19 | 2024-07-24 | 2024-08-12 | 3 | 13 |
| -25.71% | 2026-07-15 | 2026-07-29 | 2026-08-19 | 10 | 15 |
Worst depth first · lengths in trading days.