$7.65
+0.03 (+0.39%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2024-07-10 — the price history has a 831-day gap before it.
From 528 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.75% | Sharpe | 0.01 |
| Sortino | 0.02 |
| Beta | 1.03 | Correlation | 0.43 |
| Up capture | 52.38% | Down capture | 256.18% |
Relative Value shows 0.54 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.27% | Ulcer Index | 27.50 |
| MTD | −2.42% | QTD | −3.16% |
| YTD | −15.70% | Window (ann., 2.1y) | −8.83% |
| Skewness | 1.11 | Excess Kurtosis | 14.22 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.05 |
| Gain/Pain | 0.00 | Hit Rate | 47.35% |
| Win/Loss | 1.08 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.82% | -8.19% | -4.63% | -6.56% |
| CVaR (ES) | -6.34% | -9.89% | -5.81% | -7.51% |
| VaR (Cornish-Fisher) | — | — | -2.87% | -12.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.27% | 2024-11-29 | 2025-04-10 | ongoing | 89 | — |
| -26.20% | 2024-07-11 | 2024-07-19 | 2024-08-29 | 6 | 29 |
| -11.08% | 2024-10-18 | 2024-10-31 | 2024-11-29 | 9 | 20 |
| -8.81% | 2024-09-03 | 2024-09-06 | 2024-09-20 | 3 | 10 |
| -8.08% | 2024-09-20 | 2024-10-03 | 2024-10-08 | 9 | 3 |
| -1.74% | 2024-08-29 | 2024-08-30 | 2024-09-03 | 1 | 1 |
| -0.72% | 2024-10-15 | 2024-10-17 | 2024-10-18 | 2 | 1 |
| -0.67% | 2024-10-08 | 2024-10-10 | 2024-10-11 | 2 | 1 |
| -0.54% | 2024-10-11 | 2024-10-14 | 2024-10-15 | 1 | 1 |
Worst depth first · lengths in trading days.