$8.32
+0.03 (+0.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.83% | Sharpe | 0.14 |
| Sortino | 0.23 |
| Beta | 1.84 | Correlation | 0.47 |
| Up capture | 91.84% | Down capture | 224.63% |
Relative Value shows 1.53 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.67% | Ulcer Index | 38.19 |
| MTD | 2.46% | QTD | 2.59% |
| YTD | 104.42% | Window (ann., 3.0y) | −8.42% |
| Skewness | 2.59 | Excess Kurtosis | 22.41 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.08 |
| Gain/Pain | 0.03 | Hit Rate | 45.60% |
| Win/Loss | 1.18 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.04% | -7.99% | -6.17% | -8.74% |
| CVaR (ES) | -7.14% | -9.99% | -7.74% | -10.01% |
| VaR (Cornish-Fisher) | — | — | -1.21% | -11.76% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.67% | 2024-02-15 | 2026-01-07 | ongoing | 474 | — |
| -32.83% | 2023-08-21 | 2023-11-13 | 2024-02-15 | 59 | 64 |
Worst depth first · lengths in trading days.