$3.53
-0.02 (-0.56%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.17% | Sharpe | −0.44 |
| Sortino | −0.58 |
| Beta | 0.70 | Correlation | 0.31 |
| Up capture | 14.19% | Down capture | 212.32% |
Relative Value shows 0.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.83% | Ulcer Index | 41.55 |
| MTD | −4.08% | QTD | −4.08% |
| YTD | 2.34% | Window (ann., 3.0y) | −22.64% |
| Skewness | −0.78 | Excess Kurtosis | 9.32 |
| Omega (θ=0) | 0.92 | Tail Ratio | 0.89 |
| Gain/Pain | −0.08 | Hit Rate | 48.74% |
| Win/Loss | 0.89 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.01% | -6.44% | -4.23% | -5.96% |
| CVaR (ES) | -6.12% | -10.09% | -5.29% | -6.81% |
| VaR (Cornish-Fisher) | — | — | -4.29% | -12.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.83% | 2023-08-21 | 2026-01-07 | ongoing | 598 | — |
Worst depth first · lengths in trading days.