$5.49
+0.09 (+1.67%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 76.64% | Sharpe | 0.17 |
| Sortino | 0.24 |
| Beta | 0.93 | Correlation | 0.14 |
| Up capture | 109.02% | Down capture | 105.03% |
| Max Drawdown | −75.41% | Ulcer Index | 48.08 |
| MTD | 20.93% | QTD | 20.66% |
| YTD | −21.35% | Window (ann., 3.0y) | −15.59% |
| Skewness | −0.02 | Excess Kurtosis | 12.11 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.02 |
| Gain/Pain | 0.03 | Hit Rate | 47.93% |
| Win/Loss | 1.06 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.67% | -11.29% | -7.89% | -11.18% |
| CVaR (ES) | -10.28% | -17.61% | -9.91% | -12.82% |
| VaR (Cornish-Fisher) | — | — | -6.73% | -24.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.41% | 2024-04-01 | 2026-05-14 | ongoing | 530 | — |
| -63.73% | 2023-08-22 | 2023-12-01 | 2024-03-06 | 71 | 64 |
| -9.30% | 2024-03-08 | 2024-03-19 | 2024-04-01 | 7 | 8 |
| -3.60% | 2024-03-06 | 2024-03-07 | 2024-03-08 | 1 | 1 |
| -1.64% | 2023-08-18 | 2023-08-21 | 2023-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.