$16.17
+0.17 (+1.06%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.92% | Sharpe | 0.33 |
| Sortino | 0.52 |
| Beta | 1.10 | Correlation | 0.30 |
| Up capture | 135.56% | Down capture | 289.08% |
Relative Value shows 1.29 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.13% | Ulcer Index | 32.27 |
| MTD | −5.88% | QTD | −5.28% |
| YTD | −37.52% | Window (ann., 3.0y) | 3.45% |
| Skewness | 1.82 | Excess Kurtosis | 22.29 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.07 |
| Gain/Pain | 0.07 | Hit Rate | 50.27% |
| Win/Loss | 1.03 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.60% | -7.56% | -5.72% | -8.12% |
| CVaR (ES) | -7.13% | -12.34% | -7.19% | -9.31% |
| VaR (Cornish-Fisher) | — | — | -2.10% | -17.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.13% | 2024-04-01 | 2025-06-13 | 2025-12-11 | 302 | 125 |
| -46.69% | 2026-01-06 | 2026-05-18 | ongoing | 91 | — |
| -16.59% | 2023-09-01 | 2023-09-18 | 2023-10-16 | 10 | 20 |
| -15.80% | 2023-11-20 | 2023-11-21 | 2023-12-06 | 1 | 10 |
| -7.97% | 2024-03-05 | 2024-03-08 | 2024-03-20 | 3 | 8 |
| -7.73% | 2024-01-10 | 2024-01-31 | 2024-02-08 | 14 | 6 |
| -6.41% | 2023-12-28 | 2024-01-05 | 2024-01-09 | 5 | 2 |
| -5.93% | 2023-10-17 | 2023-10-23 | 2023-11-02 | 4 | 8 |
| -5.41% | 2024-03-21 | 2024-03-25 | 2024-04-01 | 2 | 4 |
| -5.32% | 2025-12-19 | 2025-12-26 | 2026-01-06 | 4 | 6 |
Worst depth first · lengths in trading days.