$21.47
+0.48 (+2.29%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.81% | Sharpe | −0.08 |
| Sortino | −0.12 |
| Beta | 0.82 | Correlation | 0.29 |
| Up capture | 36.53% | Down capture | 156.76% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.61% | Ulcer Index | 30.30 |
| MTD | 2.38% | QTD | 0.14% |
| YTD | 13.22% | Window (ann., 3.0y) | −9.96% |
| Skewness | 1.25 | Excess Kurtosis | 23.53 |
| Omega (θ=0) | 0.98 | Tail Ratio | 0.97 |
| Gain/Pain | −0.02 | Hit Rate | 49.27% |
| Win/Loss | 1.00 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.47% | -6.20% | -4.03% | -5.70% |
| CVaR (ES) | -5.30% | -8.57% | -5.05% | -6.53% |
| VaR (Cornish-Fisher) | — | — | -1.93% | -15.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.61% | 2024-12-02 | 2026-03-31 | ongoing | 331 | — |
| -22.78% | 2023-11-14 | 2024-04-15 | 2024-11-19 | 103 | 152 |
| -18.83% | 2023-09-06 | 2023-10-05 | 2023-11-14 | 21 | 28 |
| -2.33% | 2023-08-30 | 2023-08-31 | 2023-09-05 | 1 | 2 |
| -1.27% | 2023-08-23 | 2023-08-28 | 2023-08-30 | 3 | 2 |
| -0.93% | 2024-11-25 | 2024-11-29 | 2024-12-02 | 3 | 1 |
Worst depth first · lengths in trading days.