$31.26
-1.01 (-3.14%)
USD · as of 2026-08-20 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 81.07% | Sharpe | 0.59 |
| Sortino | 1.10 |
| Beta | 1.75 | Correlation | 0.22 |
| Up capture | 306.50% | Down capture | 371.55% |
| Max Drawdown | −62.09% | Ulcer Index | 33.36 |
| MTD | −2.62% | QTD | −27.15% |
| YTD | −38.27% | Window (ann., 3.0y) | 20.21% |
| Skewness | 4.28 | Excess Kurtosis | 51.63 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.17 |
| Gain/Pain | 0.13 | Hit Rate | 47.79% |
| Win/Loss | 1.23 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.57% | -8.98% | -8.21% | -11.69% |
| CVaR (ES) | -8.36% | -13.88% | -10.34% | -13.42% |
| VaR (Cornish-Fisher) | — | — | 5.08% | -22.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.09% | 2024-11-29 | 2025-04-08 | 2025-12-12 | 87 | 172 |
| -51.11% | 2023-09-11 | 2023-10-23 | 2024-01-09 | 30 | 53 |
| -48.10% | 2025-12-24 | 2026-08-13 | ongoing | 153 | — |
| -31.38% | 2024-03-01 | 2024-06-26 | 2024-11-13 | 80 | 98 |
| -22.46% | 2024-01-09 | 2024-01-18 | 2024-01-25 | 6 | 5 |
| -9.35% | 2024-11-13 | 2024-11-18 | 2024-11-29 | 3 | 8 |
| -6.60% | 2023-08-28 | 2023-08-31 | 2023-09-11 | 3 | 6 |
| -6.24% | 2024-02-22 | 2024-02-28 | 2024-03-01 | 4 | 2 |
| -5.47% | 2024-02-02 | 2024-02-05 | 2024-02-09 | 1 | 4 |
| -4.24% | 2025-12-12 | 2025-12-18 | 2025-12-19 | 4 | 1 |
Worst depth first · lengths in trading days.