$14.72
-0.29 (-1.93%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.91% | Sharpe | 0.65 |
| Sortino | 0.98 |
| Beta | 0.23 | Correlation | 0.11 |
| Up capture | 63.06% | Down capture | −19.64% |
Relative Value shows 0.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.83% | Ulcer Index | 11.34 |
| MTD | −4.85% | QTD | −2.06% |
| YTD | −9.08% | Window (ann., 3.0y) | 18.27% |
| Skewness | 0.09 | Excess Kurtosis | 17.81 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.32 |
| Gain/Pain | 0.13 | Hit Rate | 48.33% |
| Win/Loss | 1.13 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.72% | -5.05% | -3.63% | -5.17% |
| CVaR (ES) | -4.56% | -8.97% | -4.57% | -5.94% |
| VaR (Cornish-Fisher) | — | — | -2.76% | -14.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.83% | 2026-02-13 | 2026-03-20 | ongoing | 24 | — |
| -24.29% | 2023-09-01 | 2023-12-15 | 2024-01-02 | 73 | 10 |
| -23.85% | 2024-04-02 | 2024-09-19 | 2024-12-02 | 118 | 51 |
| -13.65% | 2025-06-10 | 2025-08-21 | 2025-11-12 | 50 | 58 |
| -11.88% | 2025-05-06 | 2025-05-14 | 2025-06-09 | 6 | 17 |
| -10.88% | 2024-12-03 | 2025-01-22 | 2025-03-13 | 32 | 35 |
| -9.72% | 2024-01-22 | 2024-02-08 | 2024-02-29 | 13 | 14 |
| -5.49% | 2026-01-15 | 2026-01-28 | 2026-02-03 | 8 | 4 |
| -5.21% | 2024-03-15 | 2024-03-28 | 2024-04-02 | 9 | 2 |
| -4.09% | 2024-03-04 | 2024-03-12 | 2024-03-15 | 6 | 3 |
Worst depth first · lengths in trading days.