$5.56
-0.05 (-0.89%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.30% | Sharpe | 0.04 |
| Sortino | 0.05 |
| Beta | 0.67 | Correlation | 0.13 |
| Up capture | 71.17% | Down capture | 273.77% |
Relative Value shows 0.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −84.33% | Ulcer Index | 52.10 |
| MTD | −4.79% | QTD | −11.75% |
| YTD | 35.08% | Window (ann., 3.0y) | −19.67% |
| Skewness | −0.24 | Excess Kurtosis | 10.57 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.06 |
| Gain/Pain | 0.01 | Hit Rate | 47.33% |
| Win/Loss | 1.08 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.03% | -10.42% | -7.17% | -10.15% |
| CVaR (ES) | -9.24% | -16.22% | -9.00% | -11.63% |
| VaR (Cornish-Fisher) | — | — | -6.53% | -21.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -84.33% | 2024-06-03 | 2025-11-20 | ongoing | 369 | — |
| -27.21% | 2023-09-01 | 2023-10-27 | 2023-12-18 | 39 | 35 |
| -17.24% | 2023-12-26 | 2024-01-17 | 2024-02-21 | 14 | 24 |
| -10.11% | 2024-03-27 | 2024-04-17 | 2024-04-29 | 14 | 8 |
| -6.19% | 2024-05-20 | 2024-05-23 | 2024-05-28 | 3 | 2 |
| -5.39% | 2024-02-22 | 2024-02-28 | 2024-03-04 | 4 | 3 |
| -4.17% | 2024-04-29 | 2024-04-30 | 2024-05-02 | 1 | 2 |
| -2.91% | 2024-03-04 | 2024-03-06 | 2024-03-07 | 2 | 1 |
| -2.89% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
| -2.40% | 2024-05-02 | 2024-05-06 | 2024-05-07 | 2 | 1 |
Worst depth first · lengths in trading days.