$13.47
-0.11 (-0.81%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 54.47% | Sharpe | −0.03 |
| Sortino | −0.04 |
| Beta | 1.37 | Correlation | 0.34 |
| Up capture | 68.80% | Down capture | 240.87% |
Relative Value shows 0.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −82.05% | Ulcer Index | 44.58 |
| MTD | 4.34% | QTD | 17.33% |
| YTD | −32.55% | Window (ann., 3.0y) | −14.77% |
| Skewness | 1.02 | Excess Kurtosis | 15.53 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.00 |
| Gain/Pain | −0.01 | Hit Rate | 50.53% |
| Win/Loss | 0.96 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.84% | -8.67% | -5.65% | -7.99% |
| CVaR (ES) | -7.68% | -13.11% | -7.08% | -9.15% |
| VaR (Cornish-Fisher) | — | — | -3.51% | -16.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.05% | 2025-01-28 | 2026-06-22 | ongoing | 345 | — |
| -20.20% | 2023-12-05 | 2024-01-12 | 2024-02-29 | 26 | 32 |
| -16.80% | 2024-02-29 | 2024-04-23 | 2024-05-24 | 37 | 23 |
| -13.47% | 2024-07-23 | 2024-08-07 | 2024-10-02 | 11 | 39 |
| -9.84% | 2024-12-03 | 2025-01-03 | 2025-01-21 | 21 | 10 |
| -9.47% | 2023-08-29 | 2023-09-19 | 2023-09-29 | 14 | 8 |
| -8.68% | 2023-10-10 | 2023-11-06 | 2023-11-09 | 19 | 3 |
| -5.56% | 2024-11-08 | 2024-11-15 | 2024-11-20 | 5 | 3 |
| -5.34% | 2023-11-14 | 2023-11-16 | 2023-11-24 | 2 | 5 |
| -4.72% | 2024-05-24 | 2024-05-30 | 2024-06-05 | 3 | 4 |
Worst depth first · lengths in trading days.