$12.02
+0.25 (+2.12%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 101.51% | Sharpe | 0.92 |
| Sortino | 1.50 |
| Beta | 4.58 | Correlation | 0.42 |
| Up capture | 550.81% | Down capture | 462.41% |
Relative Value shows 3.11 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −80.28% | Ulcer Index | 43.99 |
| MTD | 39.44% | QTD | −1.72% |
| YTD | 58.16% | Window (ann., 3.0y) | 54.38% |
| Skewness | 1.07 | Excess Kurtosis | 7.48 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.26 |
| Gain/Pain | 0.18 | Hit Rate | 49.80% |
| Win/Loss | 1.13 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.54% | -12.87% | -10.15% | -14.50% |
| CVaR (ES) | -12.02% | -18.29% | -12.82% | -16.67% |
| VaR (Cornish-Fisher) | — | — | -7.10% | -17.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -80.28% | 2025-02-13 | 2025-11-20 | 2026-05-28 | 194 | 128 |
| -69.96% | 2026-05-28 | 2026-07-29 | ongoing | 39 | — |
| -40.78% | 2023-09-14 | 2023-11-10 | 2024-03-21 | 41 | 89 |
| -36.22% | 2024-07-15 | 2024-08-08 | 2024-10-16 | 18 | 48 |
| -23.88% | 2024-03-25 | 2024-04-17 | 2024-05-10 | 17 | 17 |
| -23.83% | 2025-01-03 | 2025-01-14 | 2025-01-21 | 6 | 4 |
| -17.91% | 2024-12-06 | 2024-12-12 | 2024-12-24 | 4 | 8 |
| -16.76% | 2024-10-28 | 2024-11-04 | 2024-11-11 | 5 | 5 |
| -12.50% | 2025-01-31 | 2025-02-07 | 2025-02-12 | 5 | 3 |
| -12.46% | 2024-06-13 | 2024-06-20 | 2024-06-27 | 4 | 5 |
Worst depth first · lengths in trading days.