$12.52
+0.23 (+1.87%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.96% | Sharpe | −0.17 |
| Sortino | −0.26 |
| Beta | 0.41 | Correlation | 0.12 |
| Up capture | 67.59% | Down capture | 333.61% |
Relative Value shows 1.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.50% | Ulcer Index | 39.27 |
| MTD | 17.67% | QTD | 7.47% |
| YTD | −21.79% | Window (ann., 3.0y) | −19.28% |
| Skewness | 1.11 | Excess Kurtosis | 11.26 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.98 |
| Gain/Pain | −0.03 | Hit Rate | 47.67% |
| Win/Loss | 1.05 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.66% | -7.74% | -5.31% | -7.50% |
| CVaR (ES) | -6.65% | -10.31% | -6.66% | -8.59% |
| VaR (Cornish-Fisher) | — | — | -3.50% | -11.84% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.50% | 2023-09-07 | 2025-08-11 | ongoing | 482 | — |
| -1.85% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
| -1.54% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -1.21% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.75% | 2023-08-28 | 2023-08-30 | 2023-09-01 | 2 | 2 |
Worst depth first · lengths in trading days.