$32.35
-0.55 (-1.67%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.81% | Sharpe | −0.11 |
| Sortino | −0.16 |
| Beta | −0.19 | Correlation | −0.07 |
| Up capture | 6.40% | Down capture | 84.29% |
Relative Value shows 0.44 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.15% | Ulcer Index | 34.39 |
| MTD | 6.80% | QTD | 18.24% |
| YTD | 41.43% | Window (ann., 3.0y) | −10.76% |
| Skewness | −0.05 | Excess Kurtosis | 8.66 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.14 |
| Gain/Pain | −0.02 | Hit Rate | 47.00% |
| Win/Loss | 1.09 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.25% | -6.15% | -3.93% | -5.56% |
| CVaR (ES) | -5.38% | -9.53% | -4.93% | -6.36% |
| VaR (Cornish-Fisher) | — | — | -3.55% | -10.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.15% | 2024-04-03 | 2025-08-11 | ongoing | 339 | — |
| -14.02% | 2023-09-01 | 2023-10-25 | 2023-12-19 | 37 | 38 |
| -5.82% | 2023-12-27 | 2024-01-17 | 2024-02-21 | 13 | 24 |
| -2.12% | 2024-03-13 | 2024-03-18 | 2024-03-20 | 3 | 2 |
| -1.89% | 2024-03-20 | 2024-03-26 | 2024-04-01 | 4 | 3 |
| -1.42% | 2023-08-21 | 2023-08-23 | 2023-08-28 | 2 | 3 |
| -1.06% | 2024-02-23 | 2024-02-28 | 2024-02-29 | 3 | 1 |
| -0.72% | 2024-03-04 | 2024-03-08 | 2024-03-11 | 4 | 1 |
| -0.62% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -0.35% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.