$26.34
-0.07 (-0.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.95% | Sharpe | −0.16 |
| Sortino | −0.21 |
| Beta | 0.69 | Correlation | 0.25 |
| Up capture | 39.20% | Down capture | 180.09% |
Relative Value shows 0.58 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.43% | Ulcer Index | 34.35 |
| MTD | 0.69% | QTD | 23.55% |
| YTD | 37.97% | Window (ann., 3.0y) | −12.64% |
| Skewness | −1.75 | Excess Kurtosis | 15.73 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.06 |
| Gain/Pain | −0.03 | Hit Rate | 48.40% |
| Win/Loss | 1.01 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.21% | -6.70% | -3.96% | -5.59% |
| CVaR (ES) | -5.68% | -12.15% | -4.96% | -6.40% |
| VaR (Cornish-Fisher) | — | — | -4.25% | -14.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.43% | 2024-03-08 | 2026-03-30 | ongoing | 515 | — |
| -24.57% | 2023-08-29 | 2023-10-12 | 2024-02-20 | 31 | 88 |
| -3.16% | 2024-02-23 | 2024-02-29 | 2024-03-04 | 4 | 2 |
| -1.48% | 2023-08-21 | 2023-08-23 | 2023-08-29 | 2 | 4 |
| -0.52% | 2024-02-21 | 2024-02-22 | 2024-02-23 | 1 | 1 |
| -0.21% | 2024-03-04 | 2024-03-05 | 2024-03-06 | 1 | 1 |
Worst depth first · lengths in trading days.