$12.22
-0.05 (-0.41%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.56% | Sharpe | −0.11 |
| Sortino | −0.16 |
| Beta | 2.08 | Correlation | 0.59 |
| Up capture | 99.49% | Down capture | 349.39% |
Relative Value shows 1.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.40% | Ulcer Index | 33.43 |
| MTD | 3.12% | QTD | 11.70% |
| YTD | 0.16% | Window (ann., 3.0y) | −13.51% |
| Skewness | −0.68 | Excess Kurtosis | 7.21 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.10 |
| Gain/Pain | −0.02 | Hit Rate | 48.13% |
| Win/Loss | 1.02 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.91% | -7.17% | -4.53% | -6.40% |
| CVaR (ES) | -6.31% | -11.26% | -5.68% | -7.33% |
| VaR (Cornish-Fisher) | — | — | -4.64% | -11.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.40% | 2024-06-12 | 2026-03-13 | ongoing | 438 | — |
| -21.61% | 2023-08-23 | 2023-11-01 | 2023-11-14 | 49 | 9 |
| -18.29% | 2023-12-21 | 2024-04-15 | 2024-05-30 | 77 | 32 |
| -5.58% | 2023-11-15 | 2023-12-01 | 2023-12-19 | 11 | 12 |
| -3.83% | 2024-06-05 | 2024-06-10 | 2024-06-12 | 3 | 2 |
| -1.11% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.76% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -0.15% | 2024-05-31 | 2024-06-03 | 2024-06-04 | 1 | 1 |
Worst depth first · lengths in trading days.