$11.79
-0.07 (-0.59%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.33% | Sharpe | 0.26 |
| Sortino | 0.38 |
| Beta | 1.20 | Correlation | 0.53 |
| Up capture | 75.40% | Down capture | 181.42% |
Relative Value shows 1.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.82% | Ulcer Index | 25.13 |
| MTD | −0.25% | QTD | −0.08% |
| YTD | 11.29% | Window (ann., 3.0y) | 3.00% |
| Skewness | 0.17 | Excess Kurtosis | 2.55 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.99 |
| Gain/Pain | 0.04 | Hit Rate | 48.80% |
| Win/Loss | 1.07 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.59% | -5.93% | -3.73% | -5.29% |
| CVaR (ES) | -5.01% | -7.32% | -4.68% | -6.06% |
| VaR (Cornish-Fisher) | — | — | -3.50% | -6.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.82% | 2024-12-17 | 2026-03-27 | ongoing | 318 | — |
| -21.54% | 2023-09-01 | 2023-11-13 | 2023-12-06 | 50 | 16 |
| -18.31% | 2023-12-14 | 2024-02-13 | 2024-07-23 | 40 | 110 |
| -9.88% | 2024-07-31 | 2024-08-12 | 2024-09-12 | 8 | 22 |
| -8.80% | 2024-10-18 | 2024-11-01 | 2024-11-07 | 10 | 4 |
| -6.38% | 2024-11-08 | 2024-11-18 | 2024-11-22 | 6 | 4 |
| -3.40% | 2024-10-04 | 2024-10-10 | 2024-10-14 | 4 | 2 |
| -3.11% | 2024-07-23 | 2024-07-24 | 2024-07-26 | 1 | 2 |
| -2.80% | 2023-12-08 | 2023-12-12 | 2023-12-13 | 2 | 1 |
| -2.21% | 2024-12-09 | 2024-12-10 | 2024-12-13 | 1 | 3 |
Worst depth first · lengths in trading days.