$5.25
+0.15 (+2.94%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 63.37% | Sharpe | 0.69 |
| Sortino | 1.14 |
| Beta | 1.33 | Correlation | 0.33 |
| Up capture | 112.01% | Down capture | −62.90% |
Relative Value shows 1.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −53.51% | Ulcer Index | 24.39 |
| MTD | 9.15% | QTD | 23.24% |
| YTD | 35.31% | Window (ann., 3.0y) | 27.24% |
| Skewness | 1.39 | Excess Kurtosis | 16.50 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.17 |
| Gain/Pain | 0.15 | Hit Rate | 46.26% |
| Win/Loss | 1.20 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.78% | -8.41% | -6.39% | -9.11% |
| CVaR (ES) | -7.39% | -12.93% | -8.06% | -10.46% |
| VaR (Cornish-Fisher) | — | — | -3.34% | -17.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.51% | 2024-01-29 | 2024-10-30 | 2025-02-14 | 191 | 72 |
| -43.32% | 2025-07-11 | 2026-02-19 | 2026-08-21 | 153 | 122 |
| -27.76% | 2025-03-17 | 2025-06-02 | 2025-07-03 | 53 | 22 |
| -21.18% | 2023-08-21 | 2023-10-13 | 2023-11-02 | 38 | 14 |
| -15.32% | 2025-02-18 | 2025-02-25 | 2025-03-03 | 5 | 4 |
| -7.33% | 2023-12-26 | 2024-01-17 | 2024-01-29 | 14 | 8 |
| -7.25% | 2023-12-12 | 2023-12-18 | 2023-12-21 | 4 | 3 |
| -6.20% | 2025-03-03 | 2025-03-04 | 2025-03-10 | 1 | 4 |
| -5.28% | 2025-07-03 | 2025-07-09 | 2025-07-10 | 3 | 1 |
| -5.11% | 2023-12-05 | 2023-12-07 | 2023-12-12 | 2 | 3 |
Worst depth first · lengths in trading days.