$20.83
+0.12 (+0.58%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.27% | Sharpe | 0.13 |
| Sortino | 0.18 |
| Beta | 0.69 | Correlation | 0.20 |
| Up capture | −20.23% | Down capture | 22.92% |
Relative Value shows 0.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.27% | Ulcer Index | 38.10 |
| MTD | 1.71% | QTD | −6.17% |
| YTD | −2.57% | Window (ann., 3.0y) | −9.32% |
| Skewness | −1.09 | Excess Kurtosis | 28.37 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.11 |
| Gain/Pain | 0.03 | Hit Rate | 50.87% |
| Win/Loss | 0.98 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.06% | -7.27% | -5.90% | -8.36% |
| CVaR (ES) | -7.55% | -16.76% | -7.41% | -9.59% |
| VaR (Cornish-Fisher) | — | — | -4.87% | -33.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.27% | 2024-03-28 | 2024-11-06 | ongoing | 154 | — |
| -29.93% | 2023-09-01 | 2023-10-25 | 2024-03-21 | 37 | 101 |
| -1.78% | 2023-08-28 | 2023-08-29 | 2023-08-30 | 1 | 1 |
| -0.70% | 2024-03-22 | 2024-03-25 | 2024-03-26 | 1 | 1 |
| -0.54% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.03% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
Worst depth first · lengths in trading days.