$9.16
-0.20 (-2.14%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 96.13% | Sharpe | 0.35 |
| Sortino | 0.51 |
| Beta | 2.77 | Correlation | 0.42 |
| Up capture | 244.46% | Down capture | 604.09% |
Relative Value shows 2.37 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −73.65% | Ulcer Index | 39.75 |
| MTD | −6.63% | QTD | −31.54% |
| YTD | −50.22% | Window (ann., 3.0y) | −12.78% |
| Skewness | −0.35 | Excess Kurtosis | 8.23 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.30 |
| Gain/Pain | 0.07 | Hit Rate | 46.74% |
| Win/Loss | 1.20 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.67% | -12.79% | -9.83% | -13.95% |
| CVaR (ES) | -12.57% | -25.57% | -12.36% | -16.00% |
| VaR (Cornish-Fisher) | — | — | -9.41% | -26.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -73.65% | 2024-08-23 | 2025-04-08 | ongoing | 155 | — |
| -53.20% | 2023-12-28 | 2024-03-14 | 2024-08-23 | 52 | 112 |
| -44.09% | 2023-09-01 | 2023-10-27 | 2023-12-14 | 39 | 33 |
| -7.22% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
| -3.22% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
| -3.14% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.94% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.