$9.05
+0.62 (+7.35%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 93.81% | Sharpe | 0.51 |
| Sortino | 1.00 |
| Beta | 2.10 | Correlation | 0.31 |
| Up capture | 173.48% | Down capture | 183.38% |
Relative Value shows 2.32 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.30% | Ulcer Index | 44.89 |
| MTD | 54.97% | QTD | 42.74% |
| YTD | 43.20% | Window (ann., 3.0y) | 9.10% |
| Skewness | 4.49 | Excess Kurtosis | 50.24 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.29 |
| Gain/Pain | 0.11 | Hit Rate | 43.18% |
| Win/Loss | 1.42 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.84% | -9.66% | -9.53% | -13.56% |
| CVaR (ES) | -8.80% | -11.53% | -12.00% | -15.56% |
| VaR (Cornish-Fisher) | — | — | 6.23% | -18.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.30% | 2024-12-26 | 2026-03-30 | ongoing | 313 | — |
| -59.50% | 2023-08-31 | 2024-01-12 | 2024-03-13 | 92 | 41 |
| -41.35% | 2024-03-26 | 2024-09-23 | 2024-12-16 | 124 | 59 |
| -16.78% | 2024-12-16 | 2024-12-20 | 2024-12-23 | 4 | 1 |
| -14.03% | 2024-03-13 | 2024-03-22 | 2024-03-26 | 7 | 2 |
| -2.69% | 2024-12-23 | 2024-12-24 | 2024-12-26 | 1 | 1 |
| -1.93% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.