$55.79
-1.62 (-2.82%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 99.20% | Sharpe | 1.08 |
| Sortino | 1.98 |
| Beta | 3.08 | Correlation | 0.21 |
| Up capture | 399.89% | Down capture | −222.51% |
Relative Value shows 2.87 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.68% | Ulcer Index | 43.01 |
| MTD | 3.03% | QTD | −0.23% |
| YTD | −22.76% | Window (ann., 3.0y) | 83.98% |
| Skewness | 2.96 | Excess Kurtosis | 27.75 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.28 |
| Gain/Pain | 0.24 | Hit Rate | 48.73% |
| Win/Loss | 1.30 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.07% | -12.30% | -9.86% | -14.11% |
| CVaR (ES) | -10.65% | -18.13% | -12.47% | -16.23% |
| VaR (Cornish-Fisher) | — | — | -0.08% | -20.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.68% | 2025-03-24 | 2026-04-02 | ongoing | 258 | — |
| -56.78% | 2024-04-05 | 2024-09-10 | 2024-11-15 | 108 | 48 |
| -40.65% | 2023-12-04 | 2024-02-07 | 2024-02-22 | 44 | 10 |
| -34.99% | 2024-11-21 | 2024-12-19 | 2025-02-06 | 19 | 31 |
| -29.84% | 2025-02-13 | 2025-02-25 | 2025-03-05 | 7 | 6 |
| -28.31% | 2023-09-01 | 2023-10-03 | 2023-12-04 | 21 | 43 |
| -21.29% | 2024-03-18 | 2024-03-19 | 2024-03-28 | 1 | 7 |
| -10.40% | 2025-03-05 | 2025-03-10 | 2025-03-14 | 3 | 4 |
| -6.82% | 2024-03-08 | 2024-03-11 | 2024-03-13 | 1 | 2 |
| -6.68% | 2024-03-04 | 2024-03-05 | 2024-03-06 | 1 | 1 |
Worst depth first · lengths in trading days.