$35.83
+1.45 (+4.22%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.72% | Sharpe | 0.04 |
| Sortino | 0.06 |
| Beta | 1.06 | Correlation | 0.37 |
| Up capture | 80.52% | Down capture | 272.06% |
Relative Value shows 0.96 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.24% | Ulcer Index | 37.89 |
| MTD | −0.31% | QTD | −0.19% |
| YTD | 12.87% | Window (ann., 3.0y) | −8.05% |
| Skewness | 0.71 | Excess Kurtosis | 2.60 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.07 |
| Gain/Pain | 0.01 | Hit Rate | 48.27% |
| Win/Loss | 1.06 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.30% | -5.89% | -4.73% | -6.69% |
| CVaR (ES) | -5.49% | -7.15% | -5.93% | -7.67% |
| VaR (Cornish-Fisher) | — | — | -3.97% | -6.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.24% | 2023-08-28 | 2025-04-08 | ongoing | 404 | — |
| -1.06% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
| -0.90% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
Worst depth first · lengths in trading days.