$12.02
+0.35 (+3.00%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.24% | Sharpe | −0.09 |
| Sortino | −0.13 |
| Beta | 1.39 | Correlation | 0.29 |
| Up capture | 67.72% | Down capture | 226.34% |
Relative Value shows 1.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −76.39% | Ulcer Index | 50.01 |
| MTD | −4.30% | QTD | −10.42% |
| YTD | 42.34% | Window (ann., 3.0y) | −16.39% |
| Skewness | −0.64 | Excess Kurtosis | 12.40 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.18 |
| Gain/Pain | −0.02 | Hit Rate | 47.47% |
| Win/Loss | 1.06 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.42% | -7.64% | -5.33% | -7.53% |
| CVaR (ES) | -6.98% | -11.75% | -6.68% | -8.62% |
| VaR (Cornish-Fisher) | — | — | -5.09% | -17.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.39% | 2024-03-28 | 2025-04-30 | ongoing | 272 | — |
| -13.89% | 2023-12-14 | 2024-01-12 | 2024-02-02 | 19 | 14 |
| -11.04% | 2023-09-01 | 2023-10-23 | 2023-12-04 | 35 | 29 |
| -9.61% | 2024-02-02 | 2024-02-21 | 2024-02-28 | 12 | 5 |
| -5.83% | 2024-02-28 | 2024-03-04 | 2024-03-18 | 3 | 10 |
| -3.15% | 2024-03-18 | 2024-03-19 | 2024-03-27 | 1 | 6 |
| -1.08% | 2023-12-11 | 2023-12-12 | 2023-12-13 | 1 | 1 |
| -0.81% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.31% | 2023-08-29 | 2023-08-30 | 2023-08-31 | 1 | 1 |
| -0.05% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.