$22.25
+1.76 (+8.59%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 201.24% | Sharpe | 0.86 |
| Sortino | 1.94 |
| Beta | 2.68 | Correlation | 0.15 |
| Up capture | 416.82% | Down capture | −427.78% |
Relative Value shows 3.06 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −93.90% | Ulcer Index | 71.08 |
| MTD | 109.12% | QTD | 102.27% |
| YTD | 244.96% | Window (ann., 3.0y) | 21.40% |
| Skewness | 5.74 | Excess Kurtosis | 60.01 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.27 |
| Gain/Pain | 0.24 | Hit Rate | 45.26% |
| Win/Loss | 1.42 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.12% | -20.62% | -20.16% | -28.80% |
| CVaR (ES) | -17.71% | -31.70% | -25.46% | -33.10% |
| VaR (Cornish-Fisher) | — | — | 23.74% | 4.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -93.90% | 2024-12-27 | 2026-03-30 | ongoing | 312 | — |
| -83.91% | 2024-06-17 | 2024-09-06 | 2024-11-25 | 56 | 56 |
| -69.23% | 2023-09-15 | 2023-12-12 | 2024-06-17 | 61 | 128 |
| -42.63% | 2024-11-25 | 2024-12-02 | 2024-12-16 | 4 | 10 |
| -39.97% | 2024-12-18 | 2024-12-19 | 2024-12-26 | 1 | 4 |
| -7.81% | 2023-08-22 | 2023-08-24 | 2023-08-30 | 2 | 4 |
| -6.06% | 2023-09-06 | 2023-09-07 | 2023-09-13 | 1 | 4 |
| -3.13% | 2023-08-30 | 2023-08-31 | 2023-09-05 | 1 | 2 |
Worst depth first · lengths in trading days.