$5.94
+0.05 (+0.85%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.38% | Sharpe | 0.47 |
| Sortino | 0.70 |
| Beta | 0.48 | Correlation | 0.08 |
| Up capture | 122.81% | Down capture | 51.91% |
Relative Value shows 0.17 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.55% | Ulcer Index | 44.45 |
| MTD | −1.82% | QTD | −3.26% |
| YTD | −6.27% | Window (ann., 3.0y) | 11.05% |
| Skewness | 0.31 | Excess Kurtosis | 7.54 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.15 |
| Gain/Pain | 0.09 | Hit Rate | 49.87% |
| Win/Loss | 1.04 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.70% | -9.40% | -5.94% | -8.45% |
| CVaR (ES) | -8.26% | -14.57% | -7.48% | -9.69% |
| VaR (Cornish-Fisher) | — | — | -5.05% | -13.97% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.55% | 2024-08-23 | 2026-06-03 | ongoing | 444 | — |
| -29.72% | 2024-01-04 | 2024-02-20 | 2024-05-20 | 31 | 63 |
| -26.98% | 2024-06-13 | 2024-07-05 | 2024-08-22 | 14 | 34 |
| -24.97% | 2023-10-17 | 2023-10-27 | 2023-12-08 | 8 | 29 |
| -19.90% | 2023-09-29 | 2023-10-02 | 2023-10-17 | 1 | 11 |
| -15.68% | 2024-05-20 | 2024-06-06 | 2024-06-07 | 12 | 1 |
| -8.02% | 2023-12-28 | 2024-01-02 | 2024-01-04 | 2 | 2 |
| -6.68% | 2023-09-18 | 2023-09-21 | 2023-09-22 | 3 | 1 |
| -4.52% | 2023-09-01 | 2023-09-06 | 2023-09-11 | 2 | 3 |
| -2.68% | 2023-08-21 | 2023-08-28 | 2023-08-29 | 5 | 1 |
Worst depth first · lengths in trading days.