$6.95
-0.15 (-2.11%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.38% | Sharpe | −1.10 |
| Sortino | −1.47 |
| Beta | 0.37 | Correlation | 0.21 |
| Up capture | −56.01% | Down capture | 162.97% |
Relative Value shows 0.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.81% | Ulcer Index | 35.61 |
| MTD | −1.00% | QTD | −12.03% |
| YTD | −33.29% | Window (ann., 3.0y) | −29.62% |
| Skewness | 0.18 | Excess Kurtosis | 5.91 |
| Omega (θ=0) | 0.82 | Tail Ratio | 0.73 |
| Gain/Pain | −0.18 | Hit Rate | 46.13% |
| Win/Loss | 0.92 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.24% | -5.25% | -3.07% | -4.28% |
| CVaR (ES) | -4.40% | -6.43% | -3.81% | -4.89% |
| VaR (Cornish-Fisher) | — | — | -2.76% | -6.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.81% | 2024-05-15 | 2026-05-21 | ongoing | 505 | — |
| -13.54% | 2023-08-31 | 2023-10-12 | 2024-02-01 | 29 | 76 |
| -6.02% | 2024-02-01 | 2024-02-13 | 2024-03-27 | 8 | 30 |
| -4.76% | 2024-03-28 | 2024-04-12 | 2024-04-18 | 10 | 4 |
| -1.64% | 2024-04-24 | 2024-04-26 | 2024-05-01 | 2 | 3 |
| -1.04% | 2024-05-01 | 2024-05-06 | 2024-05-07 | 3 | 1 |
| -0.97% | 2023-08-21 | 2023-08-24 | 2023-08-25 | 3 | 1 |
| -0.94% | 2024-05-10 | 2024-05-13 | 2024-05-15 | 1 | 2 |
| -0.84% | 2023-08-25 | 2023-08-29 | 2023-08-31 | 2 | 2 |
Worst depth first · lengths in trading days.