$7.32
+0.35 (+5.02%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 108.30% | Sharpe | 0.85 |
| Sortino | 1.59 |
| Beta | 5.16 | Correlation | 0.30 |
| Up capture | 522.05% | Down capture | 99.89% |
Relative Value shows 2.78 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −76.48% | Ulcer Index | 48.81 |
| MTD | 19.41% | QTD | 13.14% |
| YTD | −26.58% | Window (ann., 3.0y) | 45.87% |
| Skewness | 2.34 | Excess Kurtosis | 16.09 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.46 |
| Gain/Pain | 0.18 | Hit Rate | 43.07% |
| Win/Loss | 1.52 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.03% | -11.81% | -10.86% | -15.51% |
| CVaR (ES) | -10.71% | -16.55% | -13.71% | -17.82% |
| VaR (Cornish-Fisher) | — | — | -3.41% | -15.42% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.48% | 2024-12-26 | 2026-07-29 | ongoing | 393 | — |
| -60.16% | 2024-03-15 | 2024-04-19 | 2024-11-29 | 24 | 155 |
| -41.67% | 2023-08-30 | 2023-11-01 | 2024-02-15 | 44 | 72 |
| -33.15% | 2024-02-29 | 2024-03-05 | 2024-03-13 | 3 | 6 |
| -10.03% | 2024-12-09 | 2024-12-11 | 2024-12-13 | 2 | 2 |
| -9.55% | 2024-12-18 | 2024-12-19 | 2024-12-20 | 1 | 1 |
| -7.58% | 2024-02-27 | 2024-02-28 | 2024-02-29 | 1 | 1 |
| -6.97% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -6.96% | 2024-12-20 | 2024-12-24 | 2024-12-26 | 2 | 1 |
| -5.51% | 2024-02-20 | 2024-02-21 | 2024-02-26 | 1 | 3 |
Worst depth first · lengths in trading days.