$4.79
+0.82 (+20.65%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 99.33% | Sharpe | 0.93 |
| Sortino | 1.66 |
| Beta | 2.05 | Correlation | 0.32 |
| Up capture | 226.04% | Down capture | −83.22% |
Relative Value shows 1.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −67.73% | Ulcer Index | 35.22 |
| MTD | 34.55% | QTD | 8.13% |
| YTD | −22.37% | Window (ann., 3.0y) | 57.38% |
| Skewness | 1.68 | Excess Kurtosis | 8.36 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.34 |
| Gain/Pain | 0.19 | Hit Rate | 45.60% |
| Win/Loss | 1.29 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.90% | -12.55% | -9.93% | -14.19% |
| CVaR (ES) | -10.72% | -15.47% | -12.54% | -16.31% |
| VaR (Cornish-Fisher) | — | — | -5.55% | -12.05% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.73% | 2025-10-14 | 2026-07-29 | ongoing | 194 | — |
| -61.23% | 2024-04-10 | 2024-12-19 | 2025-02-14 | 176 | 37 |
| -42.35% | 2025-07-24 | 2025-08-20 | 2025-10-07 | 19 | 33 |
| -40.88% | 2023-08-28 | 2023-10-30 | 2023-11-24 | 44 | 18 |
| -31.65% | 2025-02-19 | 2025-04-08 | 2025-04-14 | 34 | 4 |
| -26.78% | 2024-03-13 | 2024-03-27 | 2024-04-10 | 10 | 9 |
| -24.29% | 2023-11-24 | 2023-12-12 | 2024-01-08 | 12 | 17 |
| -21.14% | 2025-04-24 | 2025-05-07 | 2025-05-19 | 9 | 8 |
| -20.69% | 2025-06-25 | 2025-07-01 | 2025-07-15 | 4 | 9 |
| -20.27% | 2025-04-17 | 2025-04-22 | 2025-04-24 | 2 | 2 |
Worst depth first · lengths in trading days.