$5.41
+0.52 (+10.63%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.07% | Sharpe | 0.70 |
| Sortino | 1.18 |
| Beta | 0.10 | Correlation | 0.02 |
| Up capture | 32.74% | Down capture | −270.12% |
Relative Value shows 0.56 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −50.74% | Ulcer Index | 32.37 |
| MTD | 2.46% | QTD | −1.10% |
| YTD | 86.55% | Window (ann., 3.0y) | 28.15% |
| Skewness | 1.11 | Excess Kurtosis | 9.99 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.26 |
| Gain/Pain | 0.15 | Hit Rate | 40.70% |
| Win/Loss | 1.41 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.23% | -8.70% | -6.46% | -9.21% |
| CVaR (ES) | -7.65% | -12.27% | -8.15% | -10.58% |
| VaR (Cornish-Fisher) | — | — | -4.28% | -13.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.74% | 2025-03-21 | 2026-03-30 | 2026-06-30 | 256 | 58 |
| -50.15% | 2023-11-15 | 2024-10-25 | 2025-02-06 | 237 | 69 |
| -20.72% | 2023-09-01 | 2023-10-05 | 2023-11-14 | 23 | 27 |
| -20.41% | 2025-02-10 | 2025-02-18 | 2025-03-21 | 5 | 23 |
| -15.07% | 2026-07-17 | 2026-08-18 | ongoing | 22 | — |
| -3.84% | 2026-06-30 | 2026-07-07 | 2026-07-15 | 4 | 6 |
| -3.51% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -1.72% | 2023-08-29 | 2023-08-30 | 2023-09-01 | 1 | 2 |
| -0.36% | 2026-07-15 | 2026-07-16 | 2026-07-17 | 1 | 1 |
Worst depth first · lengths in trading days.