$14.27
-0.08 (-0.56%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.90% | Sharpe | 0.08 |
| Sortino | 0.11 |
| Beta | 0.46 | Correlation | 0.29 |
| Up capture | 19.91% | Down capture | 78.25% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.65% | Ulcer Index | 10.30 |
| MTD | −1.86% | QTD | −15.81% |
| YTD | −21.42% | Window (ann., 3.0y) | −1.60% |
| Skewness | −0.65 | Excess Kurtosis | 4.26 |
| Omega (θ=0) | 1.01 | Tail Ratio | 0.90 |
| Gain/Pain | 0.01 | Hit Rate | 49.60% |
| Win/Loss | 0.99 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.79% | -4.63% | -2.88% | -4.08% |
| CVaR (ES) | -4.28% | -6.73% | -3.62% | -4.68% |
| VaR (Cornish-Fisher) | — | — | -3.04% | -6.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.65% | 2026-04-17 | 2026-08-06 | ongoing | 73 | — |
| -23.29% | 2023-12-14 | 2024-06-11 | 2025-02-14 | 122 | 170 |
| -16.49% | 2025-03-19 | 2025-04-08 | 2025-07-10 | 14 | 63 |
| -14.58% | 2023-09-15 | 2023-10-27 | 2023-11-15 | 30 | 13 |
| -10.44% | 2023-12-01 | 2023-12-06 | 2023-12-14 | 3 | 6 |
| -9.53% | 2025-12-15 | 2026-03-20 | 2026-04-13 | 65 | 15 |
| -9.21% | 2025-07-10 | 2025-10-17 | 2025-12-03 | 70 | 32 |
| -4.58% | 2023-11-15 | 2023-11-16 | 2023-12-01 | 1 | 10 |
| -4.38% | 2025-02-28 | 2025-03-06 | 2025-03-17 | 4 | 7 |
| -2.82% | 2023-09-11 | 2023-09-13 | 2023-09-15 | 2 | 2 |
Worst depth first · lengths in trading days.