$14.00
-0.24 (-1.69%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.98% | Sharpe | 0.46 |
| Sortino | 0.72 |
| Beta | 1.00 | Correlation | 0.30 |
| Up capture | 117.08% | Down capture | 136.47% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.29% | Ulcer Index | 22.96 |
| MTD | 1.74% | QTD | −3.45% |
| YTD | −21.96% | Window (ann., 3.0y) | 10.89% |
| Skewness | 0.76 | Excess Kurtosis | 4.39 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.17 |
| Gain/Pain | 0.09 | Hit Rate | 46.21% |
| Win/Loss | 1.15 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.53% | -6.12% | -3.87% | -5.50% |
| CVaR (ES) | -4.99% | -7.33% | -4.87% | -6.31% |
| VaR (Cornish-Fisher) | — | — | -3.11% | -6.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.29% | 2025-09-19 | 2026-05-12 | ongoing | 161 | — |
| -41.22% | 2024-01-24 | 2024-02-28 | 2024-09-30 | 24 | 148 |
| -33.59% | 2025-02-19 | 2025-06-17 | 2025-09-19 | 82 | 65 |
| -21.51% | 2024-12-13 | 2025-01-14 | 2025-02-04 | 19 | 14 |
| -18.99% | 2023-08-21 | 2023-10-30 | 2023-11-07 | 49 | 6 |
| -7.44% | 2024-11-27 | 2024-12-05 | 2024-12-13 | 5 | 6 |
| -5.62% | 2023-11-07 | 2023-11-14 | 2023-11-17 | 5 | 3 |
| -4.22% | 2025-02-07 | 2025-02-12 | 2025-02-19 | 3 | 4 |
| -3.84% | 2024-01-02 | 2024-01-08 | 2024-01-22 | 4 | 9 |
| -3.53% | 2024-09-30 | 2024-10-02 | 2024-10-04 | 2 | 2 |
Worst depth first · lengths in trading days.