$2.74
+0.08 (+3.01%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.68% | Sharpe | 0.21 |
| Sortino | 0.33 |
| Beta | 3.12 | Correlation | 0.49 |
| Up capture | 172.67% | Down capture | 372.49% |
Relative Value shows 1.87 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −77.58% | Ulcer Index | 47.82 |
| MTD | −4.53% | QTD | −25.14% |
| YTD | −0.72% | Window (ann., 3.0y) | −8.96% |
| Skewness | 0.49 | Excess Kurtosis | 12.00 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.32 |
| Gain/Pain | 0.04 | Hit Rate | 45.07% |
| Win/Loss | 1.20 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.09% | -8.92% | -7.16% | -10.15% |
| CVaR (ES) | -8.55% | -16.02% | -9.00% | -11.64% |
| VaR (Cornish-Fisher) | — | — | -5.47% | -20.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.58% | 2024-12-05 | 2026-04-10 | ongoing | 335 | — |
| -56.52% | 2024-02-15 | 2024-08-07 | 2024-11-07 | 119 | 65 |
| -36.47% | 2023-08-30 | 2023-11-01 | 2023-11-10 | 44 | 7 |
| -13.22% | 2024-01-23 | 2024-02-05 | 2024-02-14 | 9 | 7 |
| -10.73% | 2024-11-07 | 2024-11-18 | 2024-11-26 | 7 | 6 |
| -9.62% | 2023-11-27 | 2023-11-30 | 2023-12-04 | 3 | 2 |
| -7.12% | 2023-12-08 | 2023-12-20 | 2023-12-21 | 8 | 1 |
| -6.62% | 2024-01-05 | 2024-01-11 | 2024-01-19 | 4 | 5 |
| -5.45% | 2023-11-20 | 2023-11-22 | 2023-11-24 | 2 | 1 |
| -5.28% | 2023-12-04 | 2023-12-05 | 2023-12-07 | 1 | 2 |
Worst depth first · lengths in trading days.