$8.70
+0.10 (+1.16%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.79% | Sharpe | 1.02 |
| Sortino | 1.62 |
| Beta | 0.61 | Correlation | 0.13 |
| Up capture | 193.98% | Down capture | −57.36% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.20% | Ulcer Index | 23.41 |
| MTD | 7.67% | QTD | 9.85% |
| YTD | 10.83% | Window (ann., 3.0y) | 53.88% |
| Skewness | 0.52 | Excess Kurtosis | 5.21 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.17 |
| Gain/Pain | 0.20 | Hit Rate | 48.13% |
| Win/Loss | 1.17 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.31% | -7.88% | -6.05% | -8.66% |
| CVaR (ES) | -7.34% | -11.87% | -7.65% | -9.96% |
| VaR (Cornish-Fisher) | — | — | -5.07% | -11.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.20% | 2024-02-16 | 2024-04-25 | 2024-10-24 | 47 | 126 |
| -46.57% | 2025-11-04 | 2026-03-24 | ongoing | 95 | — |
| -38.49% | 2023-08-21 | 2023-11-15 | 2024-01-04 | 61 | 33 |
| -32.71% | 2025-03-25 | 2025-04-10 | 2025-08-07 | 12 | 81 |
| -19.45% | 2024-01-11 | 2024-01-24 | 2024-02-12 | 8 | 13 |
| -16.43% | 2024-11-08 | 2024-11-18 | 2024-12-04 | 6 | 11 |
| -14.21% | 2024-12-05 | 2025-01-17 | 2025-02-18 | 28 | 20 |
| -7.88% | 2025-08-27 | 2025-09-15 | 2025-09-18 | 12 | 3 |
| -7.81% | 2025-02-20 | 2025-02-25 | 2025-03-06 | 3 | 7 |
| -6.99% | 2025-09-18 | 2025-09-19 | 2025-10-02 | 1 | 9 |
Worst depth first · lengths in trading days.