$47.52
+1.07 (+2.30%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.58% | Sharpe | −0.19 |
| Sortino | −0.26 |
| Beta | 0.85 | Correlation | 0.26 |
| Up capture | 74.40% | Down capture | 308.18% |
Relative Value shows 0.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.75% | Ulcer Index | 30.07 |
| MTD | 11.03% | QTD | 60.43% |
| YTD | −24.95% | Window (ann., 3.0y) | −13.24% |
| Skewness | −0.14 | Excess Kurtosis | 9.76 |
| Omega (θ=0) | 0.96 | Tail Ratio | 0.84 |
| Gain/Pain | −0.04 | Hit Rate | 51.60% |
| Win/Loss | 0.89 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.59% | -6.66% | -3.92% | -5.54% |
| CVaR (ES) | -5.75% | -9.90% | -4.91% | -6.34% |
| VaR (Cornish-Fisher) | — | — | -3.55% | -11.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.75% | 2023-12-27 | 2026-06-22 | ongoing | 618 | — |
| -14.23% | 2023-09-01 | 2023-10-27 | 2023-12-01 | 39 | 24 |
| -2.57% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -1.22% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
| -0.59% | 2023-12-05 | 2023-12-06 | 2023-12-07 | 1 | 1 |
| -0.44% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
| -0.35% | 2023-12-12 | 2023-12-13 | 2023-12-14 | 1 | 1 |
Worst depth first · lengths in trading days.