$14.87
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.44% | Sharpe | −0.36 |
| Sortino | −0.45 |
| Beta | 0.29 | Correlation | 0.18 |
| Up capture | −28.42% | Down capture | 70.28% |
Relative Value shows 0.65 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.17% | Ulcer Index | 34.92 |
| MTD | −18.79% | QTD | −18.65% |
| YTD | −4.21% | Window (ann., 3.0y) | −15.01% |
| Skewness | −2.14 | Excess Kurtosis | 19.05 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.91 |
| Gain/Pain | −0.06 | Hit Rate | 50.20% |
| Win/Loss | 0.91 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.03% | -5.25% | -3.30% | -4.65% |
| CVaR (ES) | -4.86% | -9.37% | -4.13% | -5.32% |
| VaR (Cornish-Fisher) | — | — | -3.57% | -13.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.17% | 2023-08-30 | 2025-10-10 | ongoing | 530 | — |
| -0.03% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.