$26.79
+0.26 (+0.98%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 193.90% | Sharpe | 0.46 |
| Sortino | 1.70 |
| Beta | 2.73 | Correlation | 0.13 |
| Up capture | 531.24% | Down capture | 393.39% |
Relative Value shows 1.28 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −83.40% | Ulcer Index | 42.85 |
| MTD | −2.15% | QTD | −4.32% |
| YTD | −3.46% | Window (ann., 3.0y) | 3.17% |
| Skewness | 20.69 | Excess Kurtosis | 512.06 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.18 |
| Gain/Pain | 0.21 | Hit Rate | 45.41% |
| Win/Loss | 1.40 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.71% | -12.84% | -19.73% | -28.06% |
| CVaR (ES) | -10.82% | -17.00% | -24.84% | -32.20% |
| VaR (Cornish-Fisher) | — | — | 276.48% | 662.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.40% | 2023-08-22 | 2024-06-06 | 2024-07-19 | 200 | 29 |
| -55.04% | 2024-07-24 | 2025-04-08 | ongoing | 177 | — |
| -0.14% | 2024-07-19 | 2024-07-22 | 2024-07-23 | 1 | 1 |
Worst depth first · lengths in trading days.