$4.85
+0.07 (+1.46%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.85% | Sharpe | −0.10 |
| Sortino | −0.15 |
| Beta | 1.11 | Correlation | 0.30 |
| Up capture | 29.70% | Down capture | 184.98% |
Relative Value shows 1.15 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −79.78% | Ulcer Index | 48.05 |
| MTD | 5.90% | QTD | 1.68% |
| YTD | 34.35% | Window (ann., 3.0y) | −20.26% |
| Skewness | 1.11 | Excess Kurtosis | 10.84 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.14 |
| Gain/Pain | −0.02 | Hit Rate | 45.20% |
| Win/Loss | 1.13 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.92% | -9.12% | -6.12% | -8.65% |
| CVaR (ES) | -7.76% | -13.50% | -7.67% | -9.90% |
| VaR (Cornish-Fisher) | — | — | -4.06% | -13.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -79.78% | 2024-05-08 | 2025-11-20 | ongoing | 386 | — |
| -23.43% | 2023-08-21 | 2023-12-12 | 2024-01-22 | 79 | 26 |
| -16.05% | 2024-01-23 | 2024-03-11 | 2024-03-19 | 33 | 6 |
| -8.40% | 2024-04-09 | 2024-04-25 | 2024-04-30 | 12 | 3 |
| -3.10% | 2024-04-30 | 2024-05-01 | 2024-05-06 | 1 | 3 |
| -1.67% | 2024-03-25 | 2024-04-02 | 2024-04-09 | 5 | 5 |
| -0.60% | 2024-03-19 | 2024-03-20 | 2024-03-25 | 1 | 3 |
Worst depth first · lengths in trading days.