$12.02
+0.95 (+8.58%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 80.71% | Sharpe | 0.25 |
| Sortino | 0.36 |
| Beta | 1.58 | Correlation | 0.25 |
| Up capture | 86.12% | Down capture | 93.05% |
| Max Drawdown | −78.42% | Ulcer Index | 52.89 |
| MTD | 24.05% | QTD | 0.33% |
| YTD | −16.53% | Window (ann., 3.0y) | −12.04% |
| Skewness | −0.13 | Excess Kurtosis | 5.69 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.24 |
| Gain/Pain | 0.05 | Hit Rate | 48.93% |
| Win/Loss | 1.07 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.89% | -12.29% | -8.28% | -11.75% |
| CVaR (ES) | -10.81% | -18.17% | -10.41% | -13.47% |
| VaR (Cornish-Fisher) | — | — | -7.89% | -18.97% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -78.42% | 2024-03-05 | 2025-04-08 | ongoing | 274 | — |
| -41.55% | 2023-12-14 | 2024-01-30 | 2024-03-01 | 30 | 22 |
| -30.02% | 2023-08-30 | 2023-10-31 | 2023-11-14 | 43 | 10 |
| -7.09% | 2023-11-20 | 2023-11-29 | 2023-12-07 | 6 | 6 |
| -7.09% | 2023-12-07 | 2023-12-12 | 2023-12-14 | 3 | 2 |
| -1.46% | 2023-11-15 | 2023-11-16 | 2023-11-17 | 1 | 1 |
| -1.27% | 2023-08-21 | 2023-08-24 | 2023-08-25 | 3 | 1 |
| -0.11% | 2023-08-28 | 2023-08-29 | 2023-08-30 | 1 | 1 |
Worst depth first · lengths in trading days.