$4.41
-0.04 (-0.90%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.89% | Sharpe | 0.26 |
| Sortino | 0.36 |
| Beta | 1.25 | Correlation | 0.70 |
| Up capture | 87.90% | Down capture | 215.04% |
Relative Value shows 1.26 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.17% | Ulcer Index | 10.11 |
| MTD | 2.08% | QTD | 1.59% |
| YTD | −5.88% | Window (ann., 3.0y) | 3.44% |
| Skewness | −0.26 | Excess Kurtosis | 3.04 |
| Omega (θ=0) | 1.05 | Tail Ratio | 0.96 |
| Gain/Pain | 0.05 | Hit Rate | 49.13% |
| Win/Loss | 0.93 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.37% | -4.12% | -2.45% | -3.48% |
| CVaR (ES) | -3.60% | -5.53% | -3.08% | -3.99% |
| VaR (Cornish-Fisher) | — | — | -2.47% | -4.80% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.17% | 2024-12-10 | 2025-04-08 | ongoing | 80 | — |
| -21.43% | 2023-08-30 | 2023-10-24 | 2023-12-26 | 38 | 43 |
| -11.04% | 2023-12-27 | 2024-02-07 | 2024-03-07 | 28 | 20 |
| -8.86% | 2024-10-18 | 2024-11-14 | 2024-12-09 | 19 | 16 |
| -7.75% | 2024-07-16 | 2024-08-05 | 2024-09-19 | 14 | 32 |
| -6.29% | 2024-04-03 | 2024-04-16 | 2024-05-06 | 9 | 14 |
| -4.05% | 2024-06-26 | 2024-07-01 | 2024-07-16 | 3 | 10 |
| -4.01% | 2024-09-30 | 2024-10-07 | 2024-10-16 | 5 | 7 |
| -3.29% | 2024-03-25 | 2024-03-26 | 2024-03-28 | 1 | 2 |
| -3.19% | 2024-05-21 | 2024-05-23 | 2024-06-26 | 2 | 22 |
Worst depth first · lengths in trading days.