$26.24
+0.75 (+2.94%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 56.08% | Sharpe | 0.13 |
| Sortino | 0.17 |
| Beta | 1.18 | Correlation | 0.30 |
| Up capture | 21.31% | Down capture | 50.70% |
| Max Drawdown | −68.83% | Ulcer Index | 37.32 |
| MTD | 5.34% | QTD | −21.41% |
| YTD | 14.09% | Window (ann., 3.0y) | −9.25% |
| Skewness | −2.53 | Excess Kurtosis | 31.34 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.24 |
| Gain/Pain | 0.03 | Hit Rate | 49.33% |
| Win/Loss | 1.04 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.25% | -8.76% | -5.78% | -8.19% |
| CVaR (ES) | -7.87% | -16.50% | -7.26% | -9.39% |
| VaR (Cornish-Fisher) | — | — | -5.66% | -32.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.83% | 2024-09-16 | 2026-03-24 | ongoing | 380 | — |
| -30.30% | 2024-03-01 | 2024-06-18 | 2024-08-19 | 75 | 42 |
| -23.38% | 2023-09-12 | 2023-10-18 | 2023-12-05 | 26 | 33 |
| -13.58% | 2024-01-08 | 2024-02-02 | 2024-02-26 | 18 | 15 |
| -5.85% | 2023-12-19 | 2023-12-20 | 2023-12-27 | 1 | 4 |
| -4.41% | 2024-08-28 | 2024-09-06 | 2024-09-12 | 6 | 4 |
| -4.27% | 2023-12-27 | 2024-01-04 | 2024-01-08 | 5 | 2 |
| -3.69% | 2023-12-05 | 2023-12-08 | 2023-12-12 | 3 | 2 |
| -3.62% | 2024-02-27 | 2024-02-29 | 2024-03-01 | 2 | 1 |
| -3.56% | 2023-08-25 | 2023-08-30 | 2023-09-05 | 3 | 3 |
Worst depth first · lengths in trading days.