$28.57
+1.01 (+3.66%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.62% | Sharpe | −0.00 |
| Sortino | −0.00 |
| Beta | −0.20 | Correlation | −0.06 |
| Up capture | −40.34% | Down capture | −115.14% |
Relative Value shows 0.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.07% | Ulcer Index | 31.28 |
| MTD | 5.08% | QTD | 6.37% |
| YTD | 68.77% | Window (ann., 3.0y) | −6.24% |
| Skewness | −0.47 | Excess Kurtosis | 10.78 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.02 |
| Gain/Pain | −0.00 | Hit Rate | 49.20% |
| Win/Loss | 1.02 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.26% | -6.22% | -3.69% | -5.22% |
| CVaR (ES) | -5.15% | -9.24% | -4.63% | -5.98% |
| VaR (Cornish-Fisher) | — | — | -3.49% | -11.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.07% | 2024-07-17 | 2025-12-08 | ongoing | 350 | — |
| -13.18% | 2023-09-18 | 2023-11-13 | 2024-02-08 | 40 | 59 |
| -11.38% | 2024-05-14 | 2024-05-29 | 2024-07-17 | 10 | 33 |
| -11.04% | 2024-02-12 | 2024-04-17 | 2024-05-10 | 45 | 17 |
| -2.74% | 2023-09-01 | 2023-09-06 | 2023-09-18 | 2 | 8 |
| -0.95% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.29% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
| -0.05% | 2024-02-08 | 2024-02-09 | 2024-02-12 | 1 | 1 |
Worst depth first · lengths in trading days.