$9.18
-0.03 (-0.33%)
USD · as of 2026-08-21 · marketstack
From 743 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.34% | Sharpe | 0.44 |
| Sortino | 0.72 |
| Beta | 0.50 | Correlation | 0.20 |
| Up capture | 49.80% | Down capture | −7.15% |
Relative Value shows 1.23 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.83% | Ulcer Index | 16.47 |
| MTD | −13.56% | QTD | −17.30% |
| YTD | −22.73% | Window (ann., 3.0y) | 10.08% |
| Skewness | 2.74 | Excess Kurtosis | 34.09 |
| Omega (θ=0) | 1.10 | Tail Ratio | 0.95 |
| Gain/Pain | 0.10 | Hit Rate | 48.32% |
| Win/Loss | 1.13 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.12% | -6.86% | -5.23% | -7.44% |
| CVaR (ES) | -6.43% | -11.53% | -6.58% | -8.53% |
| VaR (Cornish-Fisher) | — | — | -0.03% | -17.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.83% | 2024-02-28 | 2024-10-09 | 2024-12-04 | 155 | 39 |
| -29.17% | 2024-12-04 | 2026-08-21 | ongoing | 418 | — |
| -23.72% | 2023-09-25 | 2023-11-13 | 2023-11-14 | 35 | 1 |
| -14.48% | 2023-11-14 | 2023-11-20 | 2023-12-26 | 4 | 24 |
| -9.79% | 2024-02-01 | 2024-02-07 | 2024-02-14 | 4 | 5 |
| -7.85% | 2023-08-30 | 2023-09-07 | 2023-09-14 | 5 | 5 |
| -6.89% | 2023-12-27 | 2023-12-29 | 2024-01-03 | 2 | 2 |
| -6.51% | 2023-09-14 | 2023-09-21 | 2023-09-25 | 5 | 2 |
| -5.74% | 2024-01-18 | 2024-01-26 | 2024-02-01 | 6 | 4 |
| -5.08% | 2024-01-03 | 2024-01-04 | 2024-01-17 | 1 | 8 |
Worst depth first · lengths in trading days.