$7.38
+0.01 (+0.14%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.31% | Sharpe | 0.41 |
| Sortino | 0.61 |
| Beta | 1.03 | Correlation | 0.50 |
| Up capture | 80.22% | Down capture | 132.48% |
Relative Value shows 1.03 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.12% | Ulcer Index | 10.70 |
| MTD | −3.40% | QTD | 13.54% |
| YTD | −7.01% | Window (ann., 3.0y) | 8.63% |
| Skewness | 0.86 | Excess Kurtosis | 13.42 |
| Omega (θ=0) | 1.08 | Tail Ratio | 0.93 |
| Gain/Pain | 0.08 | Hit Rate | 51.13% |
| Win/Loss | 0.97 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.00% | -6.48% | -3.50% | -4.97% |
| CVaR (ES) | -4.92% | -8.55% | -4.40% | -5.70% |
| VaR (Cornish-Fisher) | — | — | -2.35% | -9.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.12% | 2025-09-11 | 2026-06-25 | ongoing | 195 | — |
| -16.84% | 2024-03-06 | 2024-04-16 | 2024-06-06 | 28 | 36 |
| -15.96% | 2024-10-24 | 2024-12-19 | 2025-02-27 | 39 | 45 |
| -14.38% | 2024-07-22 | 2024-10-10 | 2024-10-24 | 57 | 10 |
| -14.29% | 2023-10-17 | 2023-11-01 | 2023-12-13 | 11 | 29 |
| -12.70% | 2024-01-02 | 2024-01-17 | 2024-02-28 | 10 | 29 |
| -10.32% | 2023-08-30 | 2023-09-07 | 2023-10-09 | 5 | 22 |
| -10.02% | 2025-04-02 | 2025-04-08 | 2025-05-12 | 4 | 23 |
| -9.96% | 2025-02-28 | 2025-03-13 | 2025-03-25 | 9 | 8 |
| -7.97% | 2024-06-24 | 2024-07-09 | 2024-07-22 | 10 | 9 |
Worst depth first · lengths in trading days.