$11.18
-0.07 (-0.62%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.50% | Sharpe | 0.87 |
| Sortino | 1.35 |
| Beta | 2.22 | Correlation | 0.38 |
| Up capture | 252.97% | Down capture | 125.56% |
Relative Value shows 1.28 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −50.42% | Ulcer Index | 20.47 |
| MTD | −9.25% | QTD | −47.29% |
| YTD | 93.43% | Window (ann., 3.0y) | 43.45% |
| Skewness | 0.43 | Excess Kurtosis | 3.75 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.19 |
| Gain/Pain | 0.18 | Hit Rate | 47.73% |
| Win/Loss | 1.18 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.52% | -11.98% | -6.96% | -9.95% |
| CVaR (ES) | -9.59% | -13.95% | -8.79% | -11.43% |
| VaR (Cornish-Fisher) | — | — | -6.08% | -12.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.42% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -39.38% | 2025-09-23 | 2025-12-29 | 2026-01-16 | 67 | 13 |
| -35.83% | 2025-02-11 | 2025-04-08 | 2025-06-24 | 39 | 52 |
| -33.77% | 2023-08-24 | 2023-11-15 | 2024-07-05 | 58 | 158 |
| -26.84% | 2025-07-23 | 2025-09-02 | 2025-09-23 | 28 | 15 |
| -25.74% | 2026-03-17 | 2026-03-30 | 2026-04-16 | 9 | 12 |
| -25.45% | 2024-07-15 | 2024-08-14 | 2025-01-16 | 22 | 106 |
| -22.52% | 2026-01-21 | 2026-02-20 | 2026-03-02 | 21 | 6 |
| -21.16% | 2026-03-02 | 2026-03-13 | 2026-03-17 | 9 | 2 |
| -17.23% | 2026-05-27 | 2026-06-05 | 2026-06-22 | 7 | 7 |
Worst depth first · lengths in trading days.