$0.83
+0.05 (+5.97%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.97% | Sharpe | −0.38 |
| Sortino | −0.56 |
| Beta | 0.86 | Correlation | 0.27 |
| Up capture | 4.20% | Down capture | 285.91% |
Relative Value shows 1.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −78.67% | Ulcer Index | 56.84 |
| MTD | 1.45% | QTD | −12.14% |
| YTD | −15.87% | Window (ann., 3.0y) | −28.70% |
| Skewness | 1.28 | Excess Kurtosis | 17.88 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.90 |
| Gain/Pain | −0.07 | Hit Rate | 40.69% |
| Win/Loss | 1.05 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.69% | -9.43% | -5.57% | -7.84% |
| CVaR (ES) | -7.54% | -12.79% | -6.96% | -8.97% |
| VaR (Cornish-Fisher) | — | — | -3.05% | -16.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -78.67% | 2024-03-21 | 2025-05-19 | ongoing | 291 | — |
| -14.40% | 2023-09-15 | 2023-10-25 | 2023-11-24 | 28 | 22 |
| -11.20% | 2024-01-09 | 2024-02-13 | 2024-02-23 | 24 | 7 |
| -5.40% | 2023-12-01 | 2023-12-20 | 2023-12-28 | 13 | 5 |
| -4.33% | 2024-02-23 | 2024-02-26 | 2024-03-12 | 1 | 11 |
| -2.37% | 2023-12-28 | 2024-01-02 | 2024-01-08 | 2 | 4 |
| -2.16% | 2023-11-24 | 2023-11-29 | 2023-11-30 | 3 | 1 |
| -1.70% | 2023-09-05 | 2023-09-06 | 2023-09-07 | 1 | 1 |
| -0.86% | 2023-08-30 | 2023-08-31 | 2023-09-05 | 1 | 2 |
Worst depth first · lengths in trading days.