$10.92
+0.14 (+1.30%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.13% | Sharpe | −0.70 |
| Sortino | −0.93 |
| Beta | 0.66 | Correlation | 0.23 |
| Up capture | −15.55% | Down capture | 274.36% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −72.32% | Ulcer Index | 49.08 |
| MTD | −18.32% | QTD | 2.92% |
| YTD | −4.46% | Window (ann., 3.0y) | −31.95% |
| Skewness | −1.09 | Excess Kurtosis | 20.02 |
| Omega (θ=0) | 0.87 | Tail Ratio | 0.97 |
| Gain/Pain | −0.13 | Hit Rate | 48.40% |
| Win/Loss | 0.91 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.79% | -7.35% | -4.48% | -6.29% |
| CVaR (ES) | -6.02% | -11.03% | -5.59% | -7.19% |
| VaR (Cornish-Fisher) | — | — | -4.18% | -19.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.32% | 2023-08-29 | 2026-06-03 | ongoing | 692 | — |
| -1.43% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.11% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.