$7.91
+0.26 (+3.40%)
USD · as of 2026-08-21 · marketstack
From 248 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 53.45% | Sharpe | −0.62 |
| Sortino | −0.85 |
| Beta | 1.37 | Correlation | 0.50 |
| Up capture | −65.54% | Down capture | 387.92% |
Relative Value shows 1.54 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.17% | Ulcer Index | 35.54 |
| MTD | −4.35% | QTD | −3.18% |
| YTD | −22.45% | Window return | −37.27% |
| Skewness | 0.06 | Excess Kurtosis | 2.10 |
| Omega (θ=0) | 0.90 | Tail Ratio | 0.89 |
| Gain/Pain | −0.10 | Hit Rate | 47.98% |
| Win/Loss | 0.93 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.73% | -9.10% | -5.67% | -7.96% |
| CVaR (ES) | -7.77% | -10.27% | -7.08% | -9.11% |
| VaR (Cornish-Fisher) | — | — | -5.47% | -9.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.17% | 2025-08-22 | 2026-04-02 | ongoing | 153 | — |
Worst depth first · lengths in trading days.