$28.75
-0.62 (-2.10%)
USD · as of 2026-08-21 · marketstack
From 753 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.14% | Sharpe | 0.47 |
| Sortino | 0.71 |
| Beta | −0.11 | Correlation | −0.03 |
| Up capture | 45.80% | Down capture | −50.36% |
Relative Value shows 0.26 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −49.27% | Ulcer Index | 28.07 |
| MTD | 2.46% | QTD | 8.49% |
| YTD | 50.52% | Window (ann., 3.0y) | 10.35% |
| Skewness | 0.46 | Excess Kurtosis | 3.69 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.10 |
| Gain/Pain | 0.09 | Hit Rate | 43.56% |
| Win/Loss | 1.05 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.10% | -11.25% | -6.53% | -9.28% |
| CVaR (ES) | -8.73% | -12.84% | -8.21% | -10.65% |
| VaR (Cornish-Fisher) | — | — | -5.67% | -11.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.27% | 2024-07-19 | 2025-04-09 | 2026-07-06 | 181 | 309 |
| -43.87% | 2023-11-13 | 2024-01-17 | 2024-04-24 | 43 | 68 |
| -21.19% | 2026-08-06 | 2026-08-12 | ongoing | 4 | — |
| -20.62% | 2024-04-24 | 2024-06-28 | 2024-07-17 | 45 | 12 |
| -16.85% | 2026-07-06 | 2026-07-20 | 2026-08-06 | 10 | 13 |
| -8.77% | 2023-09-11 | 2023-10-12 | 2023-10-25 | 23 | 9 |
| -7.96% | 2023-11-08 | 2023-11-10 | 2023-11-13 | 2 | 1 |
| -7.79% | 2023-08-22 | 2023-08-24 | 2023-08-28 | 2 | 2 |
| -5.21% | 2023-11-03 | 2023-11-06 | 2023-11-08 | 1 | 2 |
| -4.44% | 2023-08-31 | 2023-09-06 | 2023-09-11 | 3 | 3 |
Worst depth first · lengths in trading days.