$6.35
+0.11 (+1.76%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.86% | Sharpe | 0.09 |
| Sortino | 0.12 |
| Beta | 1.64 | Correlation | 0.43 |
| Up capture | 113.73% | Down capture | 336.41% |
Relative Value shows 1.11 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.54% | Ulcer Index | 33.14 |
| MTD | 16.30% | QTD | 35.97% |
| YTD | −21.22% | Window (ann., 3.0y) | −9.16% |
| Skewness | −0.37 | Excess Kurtosis | 23.91 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.13 |
| Gain/Pain | 0.02 | Hit Rate | 46.93% |
| Win/Loss | 1.07 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.82% | -7.70% | -5.46% | -7.73% |
| CVaR (ES) | -7.29% | -16.69% | -6.85% | -8.86% |
| VaR (Cornish-Fisher) | — | — | -4.20% | -27.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.54% | 2025-09-03 | 2026-04-10 | ongoing | 149 | — |
| -48.07% | 2023-09-01 | 2024-06-06 | 2025-08-27 | 191 | 306 |
| -2.46% | 2023-08-24 | 2023-08-25 | 2023-08-30 | 1 | 3 |
| -1.86% | 2025-08-28 | 2025-09-02 | 2025-09-03 | 2 | 1 |
Worst depth first · lengths in trading days.