$16.97
+0.96 (+6.00%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 70.91% | Sharpe | 0.25 |
| Sortino | 0.37 |
| Beta | 0.84 | Correlation | 0.18 |
| Up capture | 59.21% | Down capture | 99.52% |
Relative Value shows 1.61 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.50% | Ulcer Index | 41.97 |
| MTD | 11.50% | QTD | −2.19% |
| YTD | −13.90% | Window (ann., 3.0y) | −7.13% |
| Skewness | 0.47 | Excess Kurtosis | 6.91 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.01 |
| Gain/Pain | 0.05 | Hit Rate | 48.53% |
| Win/Loss | 1.10 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.70% | -10.30% | -7.28% | -10.32% |
| CVaR (ES) | -9.51% | -15.70% | -9.14% | -11.84% |
| VaR (Cornish-Fisher) | — | — | -6.04% | -15.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.50% | 2023-12-19 | 2024-04-15 | ongoing | 79 | — |
| -36.86% | 2023-09-29 | 2023-11-09 | 2023-12-19 | 29 | 27 |
| -14.85% | 2023-09-15 | 2023-09-22 | 2023-09-29 | 5 | 5 |
| -7.27% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -1.40% | 2023-09-12 | 2023-09-13 | 2023-09-14 | 1 | 1 |
| -1.37% | 2023-09-07 | 2023-09-08 | 2023-09-12 | 1 | 2 |
| -0.66% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.56% | 2023-09-05 | 2023-09-06 | 2023-09-07 | 1 | 1 |
Worst depth first · lengths in trading days.