$2.97
-0.14 (-4.50%)
USD · as of 2026-08-20 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.38% | Sharpe | 0.22 |
| Sortino | 0.31 |
| Beta | 0.79 | Correlation | 0.16 |
| Up capture | 82.99% | Down capture | 122.52% |
| Max Drawdown | −69.74% | Ulcer Index | 37.58 |
| MTD | −9.17% | QTD | −18.41% |
| YTD | −45.05% | Window (ann., 3.0y) | −5.08% |
| Skewness | −0.28 | Excess Kurtosis | 11.56 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.00 |
| Gain/Pain | 0.04 | Hit Rate | 48.93% |
| Win/Loss | 1.02 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.18% | -11.60% | -6.20% | -8.80% |
| CVaR (ES) | -8.98% | -17.17% | -7.79% | -10.08% |
| VaR (Cornish-Fisher) | — | — | -5.61% | -19.74% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.74% | 2024-08-14 | 2026-08-12 | ongoing | 495 | — |
| -39.58% | 2024-05-07 | 2024-06-18 | 2024-07-26 | 29 | 26 |
| -27.84% | 2023-12-08 | 2024-02-05 | 2024-03-13 | 38 | 26 |
| -21.77% | 2024-07-26 | 2024-08-05 | 2024-08-14 | 6 | 7 |
| -16.95% | 2024-04-03 | 2024-04-18 | 2024-05-03 | 11 | 11 |
| -13.00% | 2023-10-11 | 2023-11-08 | 2023-11-24 | 20 | 11 |
| -9.43% | 2023-08-30 | 2023-09-12 | 2023-09-19 | 8 | 5 |
| -8.52% | 2024-03-21 | 2024-03-22 | 2024-03-25 | 1 | 1 |
| -6.91% | 2023-11-24 | 2023-11-28 | 2023-12-04 | 2 | 4 |
| -2.94% | 2023-12-04 | 2023-12-05 | 2023-12-07 | 1 | 2 |
Worst depth first · lengths in trading days.