$4.77
+0.06 (+1.27%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.31% | Sharpe | −0.07 |
| Sortino | −0.11 |
| Beta | 1.04 | Correlation | 0.42 |
| Up capture | 66.64% | Down capture | 278.48% |
Relative Value shows 1.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.17% | Ulcer Index | 36.35 |
| MTD | 11.97% | QTD | 6.00% |
| YTD | 6.49% | Window (ann., 3.0y) | −9.61% |
| Skewness | 0.40 | Excess Kurtosis | 4.74 |
| Omega (θ=0) | 0.99 | Tail Ratio | 0.83 |
| Gain/Pain | −0.01 | Hit Rate | 48.60% |
| Win/Loss | 0.98 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.88% | -5.93% | -3.98% | -5.62% |
| CVaR (ES) | -5.39% | -7.84% | -4.99% | -6.44% |
| VaR (Cornish-Fisher) | — | — | -3.47% | -7.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.17% | 2023-12-27 | 2025-04-16 | ongoing | 326 | — |
| -12.56% | 2023-09-11 | 2023-10-04 | 2023-11-15 | 17 | 30 |
| -6.00% | 2023-12-01 | 2023-12-06 | 2023-12-11 | 3 | 3 |
| -3.90% | 2023-11-15 | 2023-11-16 | 2023-12-01 | 1 | 10 |
| -2.73% | 2023-12-14 | 2023-12-18 | 2023-12-21 | 2 | 3 |
| -1.25% | 2023-08-30 | 2023-09-06 | 2023-09-11 | 4 | 3 |
| -0.90% | 2023-12-21 | 2023-12-22 | 2023-12-26 | 1 | 1 |
| -0.72% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.51% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
Worst depth first · lengths in trading days.