$6.45
+0.38 (+6.26%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 64.92% | Sharpe | −0.21 |
| Sortino | −0.30 |
| Beta | −0.15 | Correlation | −0.05 |
| Up capture | −39.53% | Down capture | 259.18% |
| Max Drawdown | −57.03% | Ulcer Index | 37.03 |
| MTD | 10.82% | QTD | 10.82% |
| YTD | −25.69% | Window return | −28.41% |
| Skewness | 0.09 | Excess Kurtosis | 1.87 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.08 |
| Gain/Pain | −0.03 | Hit Rate | 46.69% |
| Win/Loss | 1.07 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.79% | -11.10% | -6.78% | -9.57% |
| CVaR (ES) | -8.90% | -13.54% | -8.49% | -10.95% |
| VaR (Cornish-Fisher) | — | — | -6.52% | -11.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.03% | 2025-10-08 | 2026-07-24 | ongoing | 188 | — |
| -14.36% | 2025-09-22 | 2025-09-30 | 2025-10-08 | 6 | 6 |
| -9.12% | 2025-08-26 | 2025-09-04 | 2025-09-11 | 6 | 5 |
| -0.61% | 2025-09-11 | 2025-09-12 | 2025-09-15 | 1 | 1 |
| -0.29% | 2025-09-15 | 2025-09-16 | 2025-09-17 | 1 | 1 |
Worst depth first · lengths in trading days.