$14.74
-0.11 (-0.74%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 71.35% | Sharpe | −0.42 |
| Sortino | −0.59 |
| Beta | 0.73 | Correlation | 0.18 |
| Up capture | −27.16% | Down capture | 352.98% |
Relative Value shows 0.67 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −88.09% | Ulcer Index | 58.51 |
| MTD | −12.10% | QTD | −15.84% |
| YTD | −48.39% | Window (ann., 3.0y) | −42.29% |
| Skewness | 0.52 | Excess Kurtosis | 19.45 |
| Omega (θ=0) | 0.92 | Tail Ratio | 1.04 |
| Gain/Pain | −0.08 | Hit Rate | 45.33% |
| Win/Loss | 1.09 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.84% | -10.22% | -7.51% | -10.57% |
| CVaR (ES) | -9.90% | -19.87% | -9.39% | -12.10% |
| VaR (Cornish-Fisher) | — | — | -5.06% | -28.84% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.09% | 2023-09-01 | 2026-05-11 | ongoing | 673 | — |
| -5.65% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -0.52% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.