$23.00
-0.25 (-1.08%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 49.56% | Sharpe | 0.46 |
| Sortino | 0.70 |
| Beta | 0.62 | Correlation | 0.16 |
| Up capture | 90.11% | Down capture | 55.26% |
Relative Value shows 1.07 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.34% | Ulcer Index | 29.68 |
| MTD | −1.03% | QTD | −8.80% |
| YTD | 22.34% | Window (ann., 3.0y) | 11.20% |
| Skewness | 0.37 | Excess Kurtosis | 6.13 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.26 |
| Gain/Pain | 0.09 | Hit Rate | 47.07% |
| Win/Loss | 1.18 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.15% | -8.34% | -5.04% | -7.17% |
| CVaR (ES) | -6.66% | -11.58% | -6.35% | -8.23% |
| VaR (Cornish-Fisher) | — | — | -4.32% | -10.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.34% | 2024-12-05 | 2025-04-08 | ongoing | 83 | — |
| -32.27% | 2024-03-15 | 2024-06-17 | 2024-07-29 | 64 | 28 |
| -16.05% | 2023-09-14 | 2023-11-13 | 2023-12-04 | 42 | 14 |
| -15.90% | 2024-07-29 | 2024-08-09 | 2024-09-16 | 9 | 25 |
| -10.86% | 2023-12-28 | 2024-02-02 | 2024-03-04 | 24 | 20 |
| -9.58% | 2024-11-12 | 2024-11-18 | 2024-11-19 | 4 | 1 |
| -9.03% | 2024-09-23 | 2024-10-17 | 2024-11-01 | 18 | 11 |
| -8.54% | 2024-11-20 | 2024-11-26 | 2024-12-05 | 4 | 6 |
| -5.24% | 2023-08-29 | 2023-09-05 | 2023-09-07 | 4 | 2 |
| -4.04% | 2023-08-22 | 2023-08-28 | 2023-08-29 | 4 | 1 |
Worst depth first · lengths in trading days.