$25.10
-0.08 (-0.32%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.78% | Sharpe | 0.52 |
| Sortino | 0.82 |
| Beta | 0.71 | Correlation | 0.23 |
| Up capture | 82.60% | Down capture | 44.51% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.03% | Ulcer Index | 26.16 |
| MTD | 5.82% | QTD | −9.87% |
| YTD | 28.93% | Window (ann., 3.0y) | 14.12% |
| Skewness | 1.48 | Excess Kurtosis | 15.13 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.27 |
| Gain/Pain | 0.10 | Hit Rate | 48.93% |
| Win/Loss | 1.13 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.67% | -6.20% | -4.45% | -6.33% |
| CVaR (ES) | -5.39% | -8.25% | -5.60% | -7.26% |
| VaR (Cornish-Fisher) | — | — | -2.33% | -10.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.03% | 2024-10-17 | 2026-01-28 | ongoing | 319 | — |
| -30.64% | 2024-03-27 | 2024-06-25 | 2024-10-17 | 61 | 80 |
| -19.55% | 2023-12-13 | 2023-12-21 | 2024-03-14 | 6 | 56 |
| -14.20% | 2023-09-18 | 2023-10-27 | 2023-11-14 | 29 | 12 |
| -4.89% | 2023-11-14 | 2023-12-04 | 2023-12-11 | 13 | 5 |
| -1.78% | 2023-09-08 | 2023-09-13 | 2023-09-14 | 3 | 1 |
| -1.76% | 2023-08-28 | 2023-08-30 | 2023-09-01 | 2 | 2 |
| -1.65% | 2024-03-15 | 2024-03-18 | 2024-03-19 | 1 | 1 |
| -1.10% | 2023-09-01 | 2023-09-06 | 2023-09-07 | 2 | 1 |
| -1.01% | 2023-09-14 | 2023-09-15 | 2023-09-18 | 1 | 1 |
Worst depth first · lengths in trading days.