$2.91
+0.03 (+1.04%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 83.05% | Sharpe | 0.60 |
| Sortino | 0.92 |
| Beta | 1.19 | Correlation | 0.23 |
| Up capture | 160.79% | Down capture | 184.85% |
Relative Value shows 1.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.18% | Ulcer Index | 34.83 |
| MTD | −1.36% | QTD | −6.13% |
| YTD | −9.61% | Window (ann., 3.0y) | 16.80% |
| Skewness | 0.70 | Excess Kurtosis | 7.24 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.18 |
| Gain/Pain | 0.12 | Hit Rate | 47.00% |
| Win/Loss | 1.16 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.90% | -14.92% | -8.41% | -11.97% |
| CVaR (ES) | -11.39% | -18.69% | -10.60% | -13.75% |
| VaR (Cornish-Fisher) | — | — | -6.55% | -17.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.18% | 2024-02-09 | 2025-04-10 | 2025-07-23 | 293 | 70 |
| -51.98% | 2025-07-23 | 2025-12-02 | ongoing | 92 | — |
| -25.22% | 2023-09-14 | 2023-11-21 | 2023-12-27 | 48 | 24 |
| -10.00% | 2023-08-31 | 2023-09-11 | 2023-09-13 | 6 | 2 |
| -8.26% | 2023-12-28 | 2024-01-10 | 2024-01-25 | 8 | 10 |
| -7.39% | 2023-08-24 | 2023-08-25 | 2023-08-29 | 1 | 2 |
| -7.06% | 2024-01-31 | 2024-02-02 | 2024-02-07 | 2 | 3 |
| -0.53% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.