$5.57
+0.13 (+2.39%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 67.75% | Sharpe | 0.30 |
| Sortino | 0.50 |
| Beta | 0.30 | Correlation | 0.07 |
| Up capture | 69.17% | Down capture | 49.24% |
| Max Drawdown | −48.43% | Ulcer Index | 27.53 |
| MTD | 9.22% | QTD | −8.99% |
| YTD | −36.85% | Window (ann., 3.0y) | −1.62% |
| Skewness | 2.31 | Excess Kurtosis | 22.50 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.00 |
| Gain/Pain | 0.06 | Hit Rate | 44.59% |
| Win/Loss | 1.25 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.06% | -8.55% | -6.94% | -9.85% |
| CVaR (ES) | -8.02% | -15.74% | -8.72% | -11.29% |
| VaR (Cornish-Fisher) | — | — | -1.77% | -16.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.43% | 2026-03-10 | 2026-08-11 | ongoing | 103 | — |
| -43.10% | 2023-08-22 | 2023-11-09 | 2024-06-06 | 56 | 143 |
| -39.69% | 2024-06-13 | 2025-05-14 | 2025-12-10 | 229 | 145 |
| -34.69% | 2025-12-31 | 2026-02-20 | 2026-02-27 | 34 | 5 |
| -12.01% | 2026-02-27 | 2026-03-03 | 2026-03-10 | 2 | 5 |
| -7.70% | 2025-12-10 | 2025-12-12 | 2025-12-17 | 2 | 3 |
| -5.58% | 2024-06-06 | 2024-06-12 | 2024-06-13 | 4 | 1 |
| -2.70% | 2025-12-22 | 2025-12-23 | 2025-12-26 | 1 | 2 |
| -2.36% | 2025-12-29 | 2025-12-30 | 2025-12-31 | 1 | 1 |
| -2.20% | 2025-12-17 | 2025-12-18 | 2025-12-22 | 1 | 2 |
Worst depth first · lengths in trading days.