$5.24
+0.09 (+1.75%)
USD · as of 2026-08-21 · marketstack
From 753 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.38% | Sharpe | 0.08 |
| Sortino | 0.12 |
| Beta | 1.34 | Correlation | 0.41 |
| Up capture | 64.67% | Down capture | 203.36% |
Relative Value shows 1.53 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.16% | Ulcer Index | 33.26 |
| MTD | −19.26% | QTD | −15.76% |
| YTD | 9.17% | Window (ann., 3.0y) | −8.01% |
| Skewness | 0.44 | Excess Kurtosis | 10.62 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.11 |
| Gain/Pain | 0.02 | Hit Rate | 45.82% |
| Win/Loss | 1.12 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.15% | -8.46% | -5.20% | -7.37% |
| CVaR (ES) | -7.14% | -12.87% | -6.53% | -8.44% |
| VaR (Cornish-Fisher) | — | — | -4.12% | -13.99% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.16% | 2024-11-07 | 2025-11-20 | ongoing | 259 | — |
| -30.64% | 2023-12-19 | 2024-08-05 | 2024-11-07 | 156 | 67 |
| -15.44% | 2023-09-01 | 2023-09-27 | 2023-11-14 | 17 | 34 |
| -3.86% | 2023-08-21 | 2023-08-24 | 2023-08-28 | 3 | 2 |
| -3.47% | 2023-12-01 | 2023-12-05 | 2023-12-13 | 2 | 6 |
| -3.09% | 2023-11-15 | 2023-11-16 | 2023-11-27 | 1 | 6 |
| -0.73% | 2023-12-13 | 2023-12-14 | 2023-12-15 | 1 | 1 |
| -0.72% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
Worst depth first · lengths in trading days.