$16.17
+0.87 (+5.69%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.20% | Sharpe | 0.60 |
| Sortino | 0.88 |
| Beta | 0.53 | Correlation | 0.17 |
| Up capture | 94.93% | Down capture | 7.39% |
| Max Drawdown | −52.80% | Ulcer Index | 25.41 |
| MTD | 8.67% | QTD | −4.71% |
| YTD | 1.38% | Window (ann., 3.0y) | 18.24% |
| Skewness | −0.30 | Excess Kurtosis | 9.07 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.14 |
| Gain/Pain | 0.11 | Hit Rate | 48.00% |
| Win/Loss | 1.16 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.15% | -6.39% | -4.78% | -6.80% |
| CVaR (ES) | -6.26% | -10.75% | -6.02% | -7.81% |
| VaR (Cornish-Fisher) | — | — | -4.49% | -13.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.80% | 2023-09-06 | 2024-04-18 | 2024-12-10 | 155 | 163 |
| -31.03% | 2024-12-10 | 2025-04-08 | 2025-08-01 | 80 | 79 |
| -21.75% | 2026-06-24 | 2026-08-03 | ongoing | 27 | — |
| -15.91% | 2025-09-26 | 2025-09-30 | 2025-10-31 | 2 | 23 |
| -14.78% | 2025-11-26 | 2026-03-13 | 2026-04-22 | 72 | 27 |
| -8.78% | 2023-08-18 | 2023-08-24 | 2023-09-05 | 4 | 7 |
| -7.80% | 2026-04-22 | 2026-05-07 | 2026-06-18 | 11 | 27 |
| -4.81% | 2025-08-22 | 2025-09-02 | 2025-09-04 | 6 | 2 |
| -3.98% | 2025-09-15 | 2025-09-17 | 2025-09-18 | 2 | 1 |
| -3.46% | 2025-11-05 | 2025-11-06 | 2025-11-07 | 1 | 1 |
Worst depth first · lengths in trading days.