$2.72
+0.15 (+5.84%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 78.85% | Sharpe | 0.84 |
| Sortino | 1.45 |
| Beta | 1.05 | Correlation | 0.13 |
| Up capture | 298.58% | Down capture | 138.05% |
Relative Value shows 1.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.56% | Ulcer Index | 33.78 |
| MTD | 41.67% | QTD | 36.00% |
| YTD | −25.48% | Window (ann., 3.0y) | 43.93% |
| Skewness | 1.50 | Excess Kurtosis | 8.07 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.23 |
| Gain/Pain | 0.17 | Hit Rate | 45.45% |
| Win/Loss | 1.30 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.57% | -9.92% | -7.91% | -11.29% |
| CVaR (ES) | -8.86% | -12.55% | -9.98% | -12.97% |
| VaR (Cornish-Fisher) | — | — | -4.77% | -10.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.56% | 2024-04-30 | 2025-04-08 | 2025-08-01 | 235 | 79 |
| -55.98% | 2025-12-17 | 2026-06-24 | ongoing | 123 | — |
| -38.58% | 2023-09-11 | 2023-11-13 | 2024-03-25 | 45 | 90 |
| -23.55% | 2025-08-29 | 2025-09-11 | 2025-09-29 | 8 | 12 |
| -19.95% | 2025-11-18 | 2025-12-08 | 2025-12-12 | 13 | 4 |
| -19.33% | 2024-04-03 | 2024-04-17 | 2024-04-30 | 10 | 9 |
| -18.90% | 2025-10-09 | 2025-11-07 | 2025-11-14 | 21 | 5 |
| -17.09% | 2023-08-21 | 2023-08-25 | 2023-09-05 | 4 | 6 |
| -15.02% | 2025-09-29 | 2025-10-02 | 2025-10-08 | 3 | 4 |
| -8.87% | 2025-08-14 | 2025-08-15 | 2025-08-18 | 1 | 1 |
Worst depth first · lengths in trading days.