$37.24
+0.74 (+2.03%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 99.87% | Sharpe | 0.63 |
| Sortino | 0.96 |
| Beta | 3.37 | Correlation | 0.43 |
| Up capture | 293.36% | Down capture | 342.05% |
Relative Value shows 2.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.84% | Ulcer Index | 57.52 |
| MTD | 31.13% | QTD | 26.97% |
| YTD | 27.23% | Window (ann., 3.0y) | 13.82% |
| Skewness | 0.36 | Excess Kurtosis | 6.40 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.25 |
| Gain/Pain | 0.13 | Hit Rate | 47.47% |
| Win/Loss | 1.24 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.26% | -18.17% | -10.10% | -14.39% |
| CVaR (ES) | -13.57% | -24.24% | -12.73% | -16.52% |
| VaR (Cornish-Fisher) | — | — | -8.63% | -21.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.84% | 2024-03-13 | 2024-11-14 | ongoing | 171 | — |
| -26.88% | 2024-02-15 | 2024-02-21 | 2024-03-04 | 3 | 8 |
| -23.75% | 2023-10-10 | 2023-10-30 | 2023-12-18 | 14 | 34 |
| -17.94% | 2023-09-01 | 2023-09-21 | 2023-10-02 | 13 | 7 |
| -12.90% | 2023-12-18 | 2024-01-03 | 2024-01-09 | 10 | 4 |
| -9.39% | 2024-01-09 | 2024-01-18 | 2024-01-19 | 6 | 1 |
| -8.52% | 2023-08-23 | 2023-08-25 | 2023-09-01 | 2 | 5 |
| -6.86% | 2024-03-07 | 2024-03-11 | 2024-03-12 | 2 | 1 |
| -6.54% | 2023-10-02 | 2023-10-03 | 2023-10-06 | 1 | 3 |
| -0.66% | 2024-02-01 | 2024-02-02 | 2024-02-05 | 1 | 1 |
Worst depth first · lengths in trading days.