$15.50
+0.48 (+3.20%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.63% | Sharpe | 0.04 |
| Sortino | 0.05 |
| Beta | 1.51 | Correlation | 0.70 |
| Up capture | 69.51% | Down capture | 230.24% |
Relative Value shows 1.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −49.96% | Ulcer Index | 20.42 |
| MTD | 6.53% | QTD | 7.64% |
| YTD | 0.89% | Window (ann., 3.0y) | −3.76% |
| Skewness | −0.27 | Excess Kurtosis | 4.12 |
| Omega (θ=0) | 1.01 | Tail Ratio | 0.97 |
| Gain/Pain | 0.01 | Hit Rate | 50.13% |
| Win/Loss | 0.97 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.07% | -5.30% | -3.27% | -4.63% |
| CVaR (ES) | -4.58% | -7.46% | -4.11% | -5.31% |
| VaR (Cornish-Fisher) | — | — | -3.26% | -6.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.96% | 2025-07-23 | 2026-03-24 | ongoing | 168 | — |
| -27.05% | 2024-03-21 | 2025-03-13 | 2025-07-23 | 244 | 90 |
| -19.46% | 2023-09-01 | 2023-10-27 | 2024-01-04 | 39 | 46 |
| -6.77% | 2024-01-08 | 2024-01-18 | 2024-02-01 | 7 | 10 |
| -5.28% | 2024-02-12 | 2024-02-21 | 2024-02-22 | 6 | 1 |
| -3.00% | 2024-02-01 | 2024-02-06 | 2024-02-09 | 3 | 3 |
| -2.75% | 2024-02-22 | 2024-02-28 | 2024-03-20 | 4 | 15 |
| -2.14% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.66% | 2023-08-29 | 2023-08-30 | 2023-08-31 | 1 | 1 |
| -0.42% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
Worst depth first · lengths in trading days.