$2.83
+0.12 (+4.43%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 111.08% | Sharpe | 1.11 |
| Sortino | 1.70 |
| Beta | 0.35 | Correlation | 0.05 |
| Up capture | 278.59% | Down capture | 225.44% |
Relative Value shows 0.41 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.13% | Ulcer Index | 31.46 |
| MTD | 25.22% | QTD | 8.02% |
| YTD | −8.20% | Window return | 81.34% |
| Skewness | 0.04 | Excess Kurtosis | 5.50 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.46 |
| Gain/Pain | 0.24 | Hit Rate | 47.77% |
| Win/Loss | 1.21 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.57% | -20.07% | -11.02% | -15.79% |
| CVaR (ES) | -15.13% | -29.21% | -13.95% | -18.16% |
| VaR (Cornish-Fisher) | — | — | -10.17% | -24.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.13% | 2026-01-29 | 2026-05-21 | ongoing | 76 | — |
| -49.13% | 2025-10-20 | 2025-11-24 | 2026-01-16 | 25 | 36 |
| -24.10% | 2025-10-14 | 2025-10-16 | 2025-10-20 | 2 | 2 |
| -16.96% | 2025-08-29 | 2025-09-09 | 2025-09-19 | 6 | 8 |
| -9.27% | 2025-09-19 | 2025-09-30 | 2025-10-03 | 7 | 3 |
| -5.52% | 2026-01-16 | 2026-01-22 | 2026-01-23 | 3 | 1 |
| -5.50% | 2025-08-25 | 2025-08-26 | 2025-08-27 | 1 | 1 |
| -2.83% | 2025-10-09 | 2025-10-10 | 2025-10-14 | 1 | 2 |
| -2.63% | 2026-01-23 | 2026-01-26 | 2026-01-27 | 1 | 1 |
| -1.12% | 2026-01-27 | 2026-01-28 | 2026-01-29 | 1 | 1 |
Worst depth first · lengths in trading days.