$15.14
+1.24 (+8.92%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 73.85% | Sharpe | 0.72 |
| Sortino | 1.12 |
| Beta | 1.80 | Correlation | 0.30 |
| Up capture | 263.15% | Down capture | 260.92% |
Relative Value shows 1.58 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.52% | Ulcer Index | 34.00 |
| MTD | 32.34% | QTD | 4.41% |
| YTD | 4.13% | Window (ann., 3.0y) | 29.35% |
| Skewness | 0.43 | Excess Kurtosis | 1.59 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.30 |
| Gain/Pain | 0.13 | Hit Rate | 47.07% |
| Win/Loss | 1.23 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.67% | -10.43% | -7.44% | -10.61% |
| CVaR (ES) | -9.13% | -13.31% | -9.39% | -12.19% |
| VaR (Cornish-Fisher) | — | — | -6.70% | -10.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.52% | 2023-09-25 | 2025-04-08 | 2025-07-17 | 386 | 68 |
| -61.26% | 2026-01-28 | 2026-07-29 | ongoing | 121 | — |
| -51.28% | 2025-10-14 | 2025-11-21 | 2026-01-28 | 28 | 44 |
| -17.93% | 2025-08-18 | 2025-08-19 | 2025-08-22 | 1 | 3 |
| -11.85% | 2025-07-28 | 2025-08-01 | 2025-08-18 | 4 | 11 |
| -11.07% | 2025-09-25 | 2025-09-30 | 2025-10-07 | 3 | 5 |
| -8.79% | 2025-09-09 | 2025-09-12 | 2025-09-15 | 3 | 1 |
| -8.77% | 2025-08-26 | 2025-09-04 | 2025-09-09 | 6 | 3 |
| -8.47% | 2023-09-18 | 2023-09-21 | 2023-09-25 | 3 | 2 |
| -2.97% | 2025-09-15 | 2025-09-16 | 2025-09-17 | 1 | 1 |
Worst depth first · lengths in trading days.