$4.90
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.38% | Sharpe | 0.02 |
| Sortino | 0.03 |
| Beta | 0.79 | Correlation | 0.21 |
| Up capture | 34.57% | Down capture | 120.24% |
Relative Value shows 1.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.95% | Ulcer Index | 42.89 |
| MTD | −5.41% | QTD | −16.10% |
| YTD | 22.50% | Window (ann., 3.0y) | −10.83% |
| Skewness | 0.07 | Excess Kurtosis | 6.70 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.13 |
| Gain/Pain | 0.00 | Hit Rate | 44.93% |
| Win/Loss | 1.11 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.56% | -7.26% | -5.22% | -7.38% |
| CVaR (ES) | -6.63% | -10.95% | -6.54% | -8.45% |
| VaR (Cornish-Fisher) | — | — | -4.72% | -12.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.95% | 2024-01-24 | 2026-03-11 | ongoing | 533 | — |
| -21.19% | 2023-09-06 | 2023-10-25 | 2024-01-05 | 35 | 49 |
| -5.95% | 2023-08-23 | 2023-08-25 | 2023-09-01 | 2 | 5 |
| -1.86% | 2024-01-09 | 2024-01-10 | 2024-01-18 | 1 | 5 |
| -0.13% | 2024-01-05 | 2024-01-08 | 2024-01-09 | 1 | 1 |
Worst depth first · lengths in trading days.